Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root - Centro de Investigación y Tecnología Agroalimentaria de Aragón

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Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root

Publicated to:Japanese Economic Review. 70 (2): 258-274 - 2019-06-01 70(2), doi: 10.1111/jere.12185

Ferrer-Perez, Hugo;

Affiliations

Center for Agro-Food Economy and Development, University of Zaragoza, Spain - Author

ECO2015-65582-DT, ECO2016-74940-P - Funding

University of Zaragoza, Spain - Author

Abstract

Keywords: Efficient tests; Heteroskedasticity

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