Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Giuseppe Cavaliere, David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
| Year of publication: |
2011
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 5, p. 957-991
|
| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009379762