Robustifying multivariate trend tests to nonstationary volatility
Year of publication: |
2012
|
---|---|
Authors: | Xu, Ke-Li |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 169.2012, 2, p. 147-154
|
Publisher: |
Elsevier |
Subject: | Bootstrap | Heteroskedasticity and autocorrelation robust inference | Multivariate trend model | Nonstationary volatility | Variance change |
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