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"On the Oversized Problem of Dickey-Fuller-Type Tests with GARCH Errors."

Jen-Je Su (2011)

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DOI: 10.1080/03610918.2011.575502

access: closed

type: Journal Article

metadata version: 2022-09-05

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Jen-Je Su:
On the Oversized Problem of Dickey-Fuller-Type Tests with GARCH Errors. Commun. Stat. Simul. Comput. 40(9): 1364-1372 (2011)

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