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Unit Root Tests under Time-Varying Variances - MaRDI portal

Unit Root Tests under Time-Varying Variances (Q3157845)

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Unit Root Tests under Time-Varying Variances
scientific article

    Statements

    title
    Unit Root Tests under Time-Varying Variances (English)
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    author
    Giuseppe Cavaliere
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    publication date
    19 January 2005
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    zbMATH Keywords
    Dickey-Fuller test
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    Brownian motion
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    cites work
    Q4269108
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    Q3997782
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    Q5687551
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    Identifiers

    DOI
    10.1081/ETC-200028215
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    zbMATH DE Number
    2130166
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    OpenAlex ID
    W2073749196
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