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Distribution theory for unit root tests with conditional heteroskedasticity1 Author info | Abstract | Publisher info | Download info | Related research | Statistics Seo, Byeongseon
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 91 (1999)
Issue (Month): 1 (July)
Pages: 113-144
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Handle: RePEc:eee:econom:v:91:y:1999:i:1:p:113-144Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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W. K. Li & Shiqing Ling & Michael McAleer, 2001.
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Shiqing Ling & W. K. Li & Michael McAleer, 2003.
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