Testing for a Unit Root with Near-Integrated Volatility

H. Peter Boswijk ()

No 00-09, CeNDEF Working Papers from Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Date: 2000
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Related works:
Working Paper: Testing for a Unit Root with Near-Integrated Volatility (2001)
Working Paper: Testing for a Unit Root with Near-Integrated Volatility (2000)
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