Journal article

HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT

Hsein Kew, David Harris

Econometric Theory | CAMBRIDGE UNIV PRESS | Published : 2009

DOI: 10.1017/S0266466609990314

University of Melbourne Researchers

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19Web of Science
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Keywords

Time-Series
Social Sciences
Models
Science & Technology
Mathematics
Mathematical Methods in Social Sciences
Physical Sciences
Statistics & Probability
Heteroscedasticity
Social Sciences, Mathematical Methods
Inference
Economics
Variance
Mathematics, Interdisciplinary Applications
Business & Economics