Testing for unit roots in time series models with non-stationary volatility
Giuseppe Cavaliere, A. M. Robert Taylor
| Year of publication: |
2007
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 140.2007, 2, p. 919-947
|
| Subject: | Einheitswurzeltest | Unit root test |
| 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/10003570043