On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170): Difference between revisions
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Revision as of 21:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the choice of test for a unit root when the errors are conditionally heteroskedastic |
scientific article |
Statements
On the choice of test for a unit root when the errors are conditionally heteroskedastic (English)
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2 November 2018
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unit root test
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conditional heteroskedasticity
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ARCH
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