BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
Year of publication: |
2008
|
---|---|
Authors: | Cavaliere, Giuseppe ; Taylor, A.M. Robert |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 24.2008, 01, p. 43-71
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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