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"Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts ..."
Yujin Oh, Yu-Seop Kim (2015)
- Yujin Oh, Yu-Seop Kim:
Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative. Commun. Stat. Simul. Comput. 44(6): 1465-1476 (2015)
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