SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Joakim Westerlund, On the choice of test for a unit root when the errors are conditionally heteroskedastic, Computational Statistics & Data Analysis, 2014, 69, 40

    CrossRef

  2. 2
    Joakim Westerlund, A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending, Journal of Time Series Analysis, 2013, 34, 4
  3. 3
    Joakim Westerlund, Paresh Narayan, Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets, Journal of Futures Markets, 2013, 33, 11