BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
| Year of publication: |
2008
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, A.M. Robert |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 24.2008, 01, p. 43-71
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |