Testing for unit roots in time series models with non-stationary volatility (Q451288): Difference between revisions
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Revision as of 22:34, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in time series models with non-stationary volatility |
scientific article |
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Testing for unit roots in time series models with non-stationary volatility (English)
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23 September 2012
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unit root test
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integrated process
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non-stationary volatility
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variance profile
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