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

Stephan Smeekes and Robert Taylor

No 15, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2010-01-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://cris.maastrichtuniversity.nl/ws/files/1418 ... 3f1c0c2-ASSET1.0.pdf (application/pdf)

Related works:
Journal Article: BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (2012)
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: https://EconPapers.repec.org/RePEc:unm:umamet:2010015

DOI: 10.26481/umamet.2010015

Access Statistics for this paper

More papers in Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Contact information at EDIRC.
Bibliographic data for series maintained by Andrea Willems () and Leonne Portz ().