A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937): Difference between revisions

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-.1007/s11766-008-0209-x
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+Q5560061
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q4124141
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+Q3911791
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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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@@ Property / cites work @@
+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
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+Q3780320
@@ Property / cites work: Q3780320 / rank @@
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
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@@ Property / cites work @@
+A note on unit root tests with heavy-tailed GARCH errors
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@@ Property / DOI @@
+.1007/S11766-008-0209-X
@@ Property / DOI: 10.1007/S11766-008-0209-X / rank @@
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