TESTING FOR UNIT ROOTS UNDER MULTIPLE POSSIBLE TREND BREAKS AND NON-STATIONARY VOLATILITY USING BOOTSTRAP MINIMUM DICKEY-FULLER STATISTICS

✍ Scribed by Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A. M.

• Book ID: 125443781
• Publisher: John Wiley and Sons
• Year: 2014
• Tongue: English
• Weight: 265 KB
• Volume: 36
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/jtsa.12067