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Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data

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Author

  • Yushu Li
  • Ghazi Shukur

Publishing year

2011

Language

English

Pages

2385-2396

Publication/Series

Communications in Statistics: Theory and Methods

Volume

40

Issue

13

Document type

Journal article

Publisher

Marcel Dekker, Taylor & Francis

Topic

  • Economics

Status

Published

ISBN/ISSN/Other

  • ISSN: 0361-0926