Bootstrap union tests for unit roots in the presence of nonstationary volatility

Econometric Theory

Volumn 28, Issue 2, 2012, Pages 422-456

  Smeekes, Stephan ^a   Taylor, A M Robert ^b  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84859143899     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466611000387     Document Type: Article

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