Unit Root Tests and Dramatic Shifts with Infinite Variance Processes

AuthID
P-003-QT1
1
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Document Type
Article
Year published
2009
Published
in JOURNAL OF APPLIED STATISTICS, ISSN: 0266-4763
Volume: 36, Issue: 5, Pages: 547-571 (25)
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Scopus: 2-s2.0-70449440497
Wos: WOS:000266088000007
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ISSN: 0266-4763
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