BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
| Year of publication: |
2011
|
|---|---|
| Authors: | Smeekes, Stephan ; Taylor, A.M. Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2011, 2 (3.8.), p. 422-457
|