Narrow search
Showing 1 - 3 of 3
Cover Image
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 24 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Cover Image
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 23 (2007) 6, pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
Cover Image
Limited time series with a unit root
Cavaliere, Giuseppe - In: Econometric theory 21 (2005) 5, pp. 907-945
Persistent link: https://www.econbiz.de/10003101945