BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY

Stephan Smeekes () and Robert Taylor

Econometric Theory, 2012, vol. 28, issue 02, pages 422-456

Date: 2012
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://journals.cambridge.org/abstract_S0266466611000387 link to article abstract page (text/html)

Related works:
Working Paper: Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility (2010)
Working Paper: Bootstrap union tests for unit roots in the presence of nonstationary volatility (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:28:y:2012:i:02:p:422-456_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press
Address: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Series data maintained by Keith Waters ().