TESTING FOR UNIT ROOTS UNDER MULTIPLE POSSIBLE TREND BREAKS AND NON-STATIONARY VOLATILITY USING BOOTSTRAP MINIMUM DICKEY–FULLER STATISTICS
Article first published online: 19 FEB 2014
Copyright © 2014 Wiley Publishing Ltd
Journal of Time Series Analysis
How to Cite
Cavaliere, G., Harvey, D. I., Leybourne, S. J. and Robert Taylor, A. M. (2014), TESTING FOR UNIT ROOTS UNDER MULTIPLE POSSIBLE TREND BREAKS AND NON-STATIONARY VOLATILITY USING BOOTSTRAP MINIMUM DICKEY–FULLER STATISTICS. Journal of Time Series Analysis. doi: 10.1111/jtsa.12067
- Article first published online: 19 FEB 2014
- Manuscript Revised: 9 JAN 2014
- Manuscript Accepted: 6 JAN 2014
- Manuscript Received: 18 JUL 2013
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!