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person:"McAleer, Michael"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrics : open access journal"
~person:"Cavaliere, Giuseppe"
~subject:"Bootstrap-Verfahren"
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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
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pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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