Testing for unit roots in time series models with non-stationary volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, A.M. Robert |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 140.2007, 2, p. 919-947
|
| Publisher: |
Elsevier |