Essays on unit root and cointegration tests in nonlinear frameworks
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Essays on unit root and cointegration tests in nonlinear frameworks
(同志社大学経済学研究叢書, . 課程博士論文||カテイ ハクシ ロンブン ; 7)
同志社大学経済学会, 2006
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同志社大学博士論文(甲)第252号
Includes bibliographical references (p. 92-102)