Unit root tests under time-varying variances

Econometric Reviews

Volumn 23, Issue 3, 2004, Pages 259-292

  Cavaliere, Giuseppe ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Heteroskedasticity; Integrated processes; Structural breaks; Unit root tests

Indexed keywords

EID: 5644295951     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-200028215     Document Type: Article

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