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Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M.M.; Rubia, Antonio - In: Economics Letters 97 (2007) 2, pp. 133-137
Persistent link: https://www.econbiz.de/10005355499
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The performance of unit root tests under level-dependent heteroskedasticity
Rodrigues, Paulo M.M.; Rubia, Antonio - In: Economics Letters 89 (2005) 3, pp. 262-268
Persistent link: https://www.econbiz.de/10005175211