A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331): Difference between revisions
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| Property / author: Oliver B. Linton / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2022.110394 / rank | |||
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Revision as of 00:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A score statistic for testing the presence of a stochastic trend in conditional variances |
scientific article |
Statements
A score statistic for testing the presence of a stochastic trend in conditional variances (English)
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20 April 2022
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GARCH
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unit root
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score statistic
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stochastic trend
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