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Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Hall, S.G. and Sola, M. and Psaradakis, Zacharias (1999) Detecting periodically collapsing bubbles: a Markov-switching unit root test. Journal of Applied Econometrics 14 (2), pp. 141-154. ISSN 0883-7252.