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Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour
Phillips, Peter C. B., Shi, Shuping, Yu, JunVolume:
76
Language:
english
Journal:
Oxford Bulletin of Economics and Statistics
DOI:
10.1111/obes.12026
Date:
June, 2014
File:
PDF, 740 KB
english, 2014