STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
| Year of publication: |
2005
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, A.M. Robert |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 06, p. 1112-1129
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |