BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
| Year of publication: |
2008
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, A.M.Robert ; Andrews, D.W.K. ; Buchinsky, M. ; Berk, K.N. ; Busetti, F. ; Taylor, A.M.R. ; Cavaliere, G. ; Cavaliere, G. ; Cavaliere, G. ; Taylor, A.M.R. ; Cavaliere, G. ; Taylor, A.M.R. ; Chang, Y. ; Park, J.Y. ; Davidson, J. ; Davidson, R. ; Flachaire, E. ; Elliott, G. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 1, p. 43-71
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