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The performance of unit root tests under level-dependent heteroskedasticity
Rodrigues, Paulo M. M.
;
Rubial García, Antonio
- In:
Economics letters
89
(
2005
)
3
,
pp. 262-268
Persistent link: https://www.econbiz.de/10003183386
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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/10003575417
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