The robustness of modified unit root tests in the presence of GARCH (Q3437390): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:15, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The robustness of modified unit root tests in the presence of GARCH |
scientific article |
Statements
The robustness of modified unit root tests in the presence of GARCH (English)
0 references
9 May 2007
0 references
GARCH
0 references
unit root tests
0 references
size distortion
0 references