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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 140.2007, 2, p. 919
|