Bootstrap unit root tests for time series with nonstationary volatility /

Podobne zapisy

• Testing for seasonal unit roots in periodic integrated autoregressive processes /
  od: Castro, Tomas Del Barrio.
• Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /
  od: Cavaliere, Giuseppe.
• Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /
  od: Seo, Myung Hwan.
• Admissible and nonadmissible tests in unit-root-like situations /
  od: Ploberger, Werner.
• Testing for unit roots in panels with a factor structure /
  od: Breitung, Jorg.