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

DOI10.1017/S0266466611000387MaRDI QIDQ102093WikidataFDO

Authors Stephan Smeekes, A.M. Robert Taylor

Publication date 13 September 2011

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466611000387

Cited in

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• bootUR

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