The robustness of modified unit root tests in the presence of GARCH (Q3437390)

From MaRDI portal
Revision as of 21:15, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
The robustness of modified unit root tests in the presence of GARCH
scientific article

    Statements

    title
    The robustness of modified unit root tests in the presence of GARCH (English)
    0 references
    author
    Steven Cook
    0 references
    publication date
    9 May 2007
    0 references
    Mathematics Subject Classification ID
    91B82
    0 references
    91B28
    0 references
    91B84
    0 references
    zbMATH DE Number
    5150688
    0 references
    zbMATH Keywords
    GARCH
    0 references
    unit root tests
    0 references
    size distortion
    0 references
    OpenAlex ID
    W2152172268
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3437390&oldid=31717656"
    Powered by MediaWiki