The univariate MT-STAR model and a new linearity and unit...

The univariate MT-STAR model and a new linearity and unit root test procedure

Addo, Peter Martey, Billio, Monica, Guégan, Dominique
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Volume:
76
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2013.12.009
Date:
August, 2014
File:
PDF, 695 KB
english, 2014
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