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Cogent Economics & Finance Volume 5, 2017 - Issue 1
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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]
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Xibin ZhangMonash University, AustraliaView further author information
(Reviewing Editor)
Article: 1274282 | Received 17 Oct 2016, Accepted 15 Dec 2016, Published online: 02 Jan 2017

References

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  • Mantalos, P., & Karagrigoriou, A. (2012). Testing for skewness in ARCH models for financial returns series (Working Paper Örebro University) (p. 4). Retrieved from www.oru.se/globalassets/orusv/institutioner/hh/workingpapers/workingpapers2012/wp-4-2012.pdf
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