Testing for unit roots in time series models with non-stationary volatility (Q451288): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2006.07.019
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+W2011111930
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+Consistent autoregressive spectral estimates
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+Asymptotics for unit root tests under Markov regime‐switching
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+Unit Root Tests under Time-Varying Variances
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+Testing for unit roots in time series models with non-stationary volatility
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Testing for a unit root in the presence of a variance shift
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+Regression with Nonstationary Volatility
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Tests for Unit Roots and the Initial Condition
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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