Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility
Year of publication: |
2008-12-02
|
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Authors: | Cavaliere, Giuseppe ; Harvey, David I. ; Leybourne, Stephen J. ; Taylor, A.M. Robert |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Unit root tests | quasi difference de-trending | trend break | non-stationary volatility | wild bootstrap |
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