Bootstrap unit root tests for time series with nonstationary volatility
Giuseppe Cavaliere; A. M. Robert Taylor
| Year of publication: |
2008
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 1, p. 43-71
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003894110