Stationarity tests under time-varying second moments

Econometric Theory

Volumn 21, Issue 6, 2005, Pages 1112-1129

  Cavaliere, Giuseppe ^a   Taylor, A M Robert ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25644434822     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050553     Document Type: Article

References (25)

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