The performance of unit root tests under level-dependent heteroskedasticity
Year of publication: |
2005
|
---|---|
Authors: | Rodrigues, Paulo M. M. ; Rubial García, Antonio |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 89.2005, 3, p. 262-268
|
Subject: | Zins | Interest rate | Einheitswurzeltest | Unit root test | Theorie | Theory |
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