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Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan; Taylor, Robert - 2010
Persistent link: https://www.econbiz.de/10003985793
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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 - 2011
Persistent link: https://www.econbiz.de/10009389930
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Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan; Taylor, Robert - In: Econometric theory 28 (2012) 2, pp. 422-456
Persistent link: https://www.econbiz.de/10009520935