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VOLATILITY COMOVEMENT: A MULTI...
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Optimal versus robust inference in nearly integrated non-Gaussian models
Thompson, Samuel B.
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Econometric theory
20
(
2004
)
1
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pp. 23-55
Persistent link: https://www.econbiz.de/10001904742
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Robust tests of the unit root hypothesis should not be "modified"
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 360-381
Persistent link: https://www.econbiz.de/10001988191
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ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE "MODIFIED"
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 360-381
Persistent link: https://www.econbiz.de/10006965145
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OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
1
,
pp. 23-55
Persistent link: https://www.econbiz.de/10006965157
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