The robustness of modified unit root tests in the presence of GARCH (Q3437390): Difference between revisions

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+W2152172268
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+Generalized autoregressive conditional heteroscedasticity
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+Unit root testing in the presence of innovation variance breaks: a simple solution with increased power
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+Temporal Aggregation of Garch Processes
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+Efficient Tests for an Autoregressive Unit Root
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+Testing for a unit root in the presence of a variance shift
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+Unit root tests with a break in innovation variance.
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+Examination of Some More Powerful Modifications of the Dickey–Fuller Test
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+ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+The Bias of Autoregressive Coefficient Estimators
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+recursive Mean Adjustment for Unit Root Tests
@@ Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank @@
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+Publication:3437390