Testing for stationarity with covariates: more powerful tests with non-normal errors
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Publication:2700538
DOI10.1515/snde-2019-0038OpenAlexW3140015551MaRDI QIDQ2700538
Junsoo Lee, Cagin Karul, Yu You, Saban Nazlioglu
Publication date: 27 April 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2019-0038
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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