Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851): Difference between revisions

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+Which Exact Test is More Powerful in Testing the Hardy–Weinberg Law?
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+A wavelet analysis for time series
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+The robustness of modified unit root tests in the presence of GARCH
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+Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power
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+Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues
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+Ten Lectures on Wavelets
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+Q4840212
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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+A theory for multiresolution signal decomposition: the wavelet representation
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+Q4488348
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+A note on unit root tests with heavy-tailed GARCH errors
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