Unit roots and smooth transitions
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Publication:3838322
DOI10.1111/1467-9892.00078zbMath0902.62132OpenAlexW1986871165MaRDI QIDQ3838322
Dimitrios V. Vougas, Paul Newbold, Stephen J. Leybourne
Publication date: 14 December 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00078
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)
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