Cogent Economics & Finance
Volume 5, 2017 - Issue 1
Open access
708
Views
0
CrossRef citations to date
0
Altmetric
Research Article
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
Panagiotis MantalosDepartment of Economics and Statistics, School of Business and Economics, Linnaeus University Sweden, Växjö, SwedenCorrespondence[email protected]
View further author information
| View further author information
Xibin ZhangMonash University, AustraliaView further author information
(Reviewing Editor)
Article: 1274282
|
Received 17 Oct 2016, Accepted 15 Dec 2016, Published online: 02 Jan 2017
Reprints and Permissions
This is an open access article distributed under the terms of the Creative Commons CC BY license, which permits unrestricted use, distribution, reproduction in any medium, provided the original work is properly cited.
You are not required to obtain permission to reuse this article in part or whole.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.