The performance of unit root tests under level-dependent heteroskedasticity

  1. Rodrigues, P.M.M.
  2. Rubia, A.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2005

Volume: 89

Issue: 3

Pages: 262-268

Type: Article

DOI: 10.1016/J.ECONLET.2005.05.035 GOOGLE SCHOLAR
Data source: Scopus