Author:
Cheng Xu,Phillips Peter C. B.
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Reference28 articles.
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2. Beare, B. (2007). Robustifying unit root tests to permanent changes in innovation variance. Working paper, Yale University.
3. Unit root tests under time-varying variance shifts;Cavaliere;Econometric Reviews,2004
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