Opening book details…
About this Economics, Econometrics and Finance article
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility by Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan; Taylor, A. M. Robert is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan; Taylor, A. M. Robert
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Marcel Dekker Inc.; Informa UK Limited (ISSN 0747-4938)
- Published
- 2014
- Field
- Economics, Econometrics and Finance (Social Sciences)