Unit root tests under time-varying variances
Year of publication: |
2004
|
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Authors: | Cavaliere, Giuseppe |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 23.2004, 3, p. 259-292
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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