BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
Smeekes, Stephan, Taylor, A.M. RobertVolume:
28
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466611000387
Date:
April, 2012
File:
PDF, 306 KB
english, 2012