Template-type: ReDif-Paper 1.0
Author-Name: Cavaliere, G.
Author-Name: Phillips, P.C.B.
Author-Name: Smeekes, S.
Author-workplace-name: Quantitative Economics
Author-Name: Taylor, A.M.R.
Title: Lag length selection for unit root tests in the presence of nonstationary volatility
Series: METEOR Research Memorandum
Creation-Date: 20110101
Number: 056
File-URL: https://cris.maastrichtuniversity.nl/ws/files/949425/guid-4ec895ca-2aac-4a29-8523-d6ad63f98cec-ASSET1.0.pdf
File-Format: application/pdf
File-Size: 547458
Handle: Repec:unm:umamet:2011056
DOI: 10.26481/umamet.2011056