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

S. Smeekes, A.M.R. Taylor

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages48
DOIs
Publication statusPublished - 1 Jan 2010

Publication series

SeriesMETEOR Research Memorandum
Number015

Cite this

Smeekes, S., & Taylor, A. M. R. (2010). Bootstrap union tests for unit roots in the presence of nonstationary volatility. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 015 https://doi.org/10.26481/umamet.2010015