A wavelet-based variance ratio unit root test for a system of equations
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DOI: 10.1515/snde-2018-0005
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- Ali Abdul Aziz & Shukur Ghazi & Månsson Kristofer, 2020. "A wavelet-based variance ratio unit root test for a system of equations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-16, June.
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Keywords
system of equations; unit roots; wavelets;All these keywords.
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