Bootstrap M unit root tests

Econometric Reviews

Volumn 28, Issue 5, 2009, Pages 393-421

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

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Conditional heteroskedasticity; Re colouring; Unit root tests; Wild bootstrap

Indexed keywords

EID: 66249092776     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930802467167     Document Type: Article

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