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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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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M.M. - In: Economics Letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10005276043
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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
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Persistence change tests and shifting stable autoregressions
Leybourne, Stephen J.; Taylor, A.M. Robert - In: Economics Letters 91 (2006) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10005361548