Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity

Cavaliere Giuseppe, Anders Rahbek, A. M. Robert Taylor

Originalsprog	Engelsk
Tidsskrift	Estudios de Economia Aplicada
Vol/bind	28
Udgave nummer	3
Sider (fra-til)	1-34
Antal sider	35
ISSN	1133-3197
Status	Udgivet - 2010

Citationsformater

@article{d0106e70b42d11df825b000ea68e967b,

title = "Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity",

author = "Cavaliere Giuseppe and Anders Rahbek and Taylor, {A. M. Robert}",

year = "2010",

language = "English",

volume = "28",

pages = "1--34",

journal = "Estudios de Economia Aplicada",

issn = "1133-3197",

publisher = "asociacion de economia aplicadad (asepelt)",

number = "3",

}