Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710): Difference between revisions

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-.1016/j.jeconom.2008.08.004
@@ Property / DOI: 10.1016/j.jeconom.2008.08.004 / rank @@
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+.1016/J.JECONOM.2008.08.004
@@ Property / DOI: 10.1016/J.JECONOM.2008.08.004 / rank @@
+Normal rank