A. M. Robert Taylor
CFDPs
CFPs
CFP 1460 | Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, A. M. Robert Taylor, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, (April 2015), 34(4): 512-536 (See CFDP 1844) |