Subject
Economics and Econometrics,Finance
Reference13 articles.
1. Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots;Busetti;J. Econometrics,2003
2. Unit root tests under time-varying variances;Cavaliere;Econometric Rev.,2005
3. Testing for unit roots in time series models with non-stationary volatility;Cavaliere;J. Econometrics,2007
4. Inference on the long-memory properties of time series with non-stationary volatility. Technical report, Discussion Paper;Demetrescu,2014
5. Weak convergence of multivariate fractional processes;Marinucci;Stochastic Process. Appl.,2000
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献