Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Year of publication: |
2011
|
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Authors: | Cavaliere, Giuseppe ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 5, p. 957-991
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Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
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