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On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study
Choi, Chi-young, Moh, Young-kyuVolume:
35
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610910500416132
Date:
January, 2006
File:
PDF, 218 KB
english, 2006