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Applied Economics Letters, Vol. 10, Iss. 10, 2003-08 ,pp. : 605-609

Routledge Ltd

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A Note on Unit Root Tests with Infinite Variance Noise

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Behaviour of cointegration tests in the presence of structural breaks in variance

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Scale of variance, unit of data and the power of unit root tests under structural changes – a strategy for analysing Nelson–Plosser data

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Applied Economics Letters, Vol. 13, Iss. 1, 2006-01 ,pp. : 51-56

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