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

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

Original language	English
Journal	Estudios de Economia Aplicada
Volume	28
Issue number	3
Pages (from-to)	1-34
Number of pages	35
ISSN	1133-3197
Publication status	Published - 2010

Cite this

@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",

}