Econometric Theory, Vol. 27, No. 5, Bootstrap and Numerical Methods in Time Series (October 2011), pp. 957-991 (35 pages) We analyze the impact of nonstationary volatility on the break fraction ...
This article develops a novel test for a unit root in general transitional autoregressive models, which is based on the infimum of t-ratios for the coefficient of a parametrized transition function.
In keeping with a desire to separate from its Kellogg, Brown, and Root unit, Halliburton Co. will hold an initial public offering for a 20% stake in the construction giant after March 31.
This article presents the findings from an investigation report following the discovery of severe corrosion in the oxygen ...