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1. 1. Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap

   University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

   Author : Toni Duras; [2013]
   Keywords : Bootstrap; critical values; Dickey-Fuller; heteroskedasticity; unit root tests; wild bootstrap.;

   Abstract : .... READ MORE