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Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion

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Author

  • Yushu Li
  • Ghazi Shukur

Publishing year

2010

Language

English

Pages

277-286

Publication/Series

Communications in Statistics: Simulation and Computation

Volume

39

Issue

2

Document type

Journal article

Publisher

Taylor & Francis, Taylor & Francis

Topic

  • Economics

Status

Published

ISBN/ISSN/Other

  • ISSN: 0361-0918