Heteroskedasticity-robust testing for a fractional unit root
Year of publication: |
2009
|
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Authors: | Kew, Hsein ; Harris, David |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1734-1753
|
Subject: | Heteroskedastizität | Heteroscedasticity | Einheitswurzeltest | Unit root test |
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