Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors
| Year of publication: |
2011
|
|---|---|
| Authors: | Gospodinov, Nikolay ; Tao, Ye |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 30.2011, 4, p. 379-406
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