Bootstrap unit root tests for time series with nonstationary volatility

Econometric Theory

Volumn 24, Issue 1, 2008, Pages 43-71

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

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38549084569     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080043     Document Type: Article

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