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

From MaRDI portal
Revision as of 15:52, 10 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors
scientific article

    Statements

    A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (English)
    0 references
    0 references
    0 references
    6 March 2009
    0 references

    Identifiers