We found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleFinite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values.AuthorsCook, StevePublicationApplied Economics Letters, 2016, Vol 23, Issue 5, p318ISSN1350-4851Publication typearticleDOI10.1080/13504851.2015.1071467