Distribution theory for unit root tests with conditional heteroskedasticity
| Year of publication: |
1999
|
|---|---|
| Authors: | Seo, Byeongseon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 91.1999, 1, p. 113-144
|