Testing for unit roots in time series models with non-stationary volatility
Work
Year: 2006
Type: article
Source: Journal of Econometrics
Authors Giuseppe Cavaliere, Robert Taylor
Institutions University of Bologna, University of Nottingham
Cites: 57
Cited by: 169
Related to: 10
FWCI: 8.454
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed