UNIT ROOT TESTS WITH WAVELETS
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Publication:4933581
DOI10.1017/S0266466609990594zbMath1197.62127OpenAlexW3125293843MaRDI QIDQ4933581
Publication date: 14 October 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990594
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Monte Carlo methods (65C05)
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