Testing for unit roots in time series models with non-stationary volatility
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 |
-
Relationship between major developed equity markets and major : frontier equity markets of world
Baig, Muhammad Mansoor, (2016)
-
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
-
Relationship between gold and oil prices and stock market returns
Baig, Muhammad Mansoor, (2013)
- More ...
-
CAVALIERE, GIUSEPPE, (2010)
-
Cavaliere, Giuseppe, (2015)
-
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
- More ...