Testing for Unit Roots and Non-linear Transformations
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Publication:3838312
DOI10.1111/1467-9892.00083zbMath0944.62078MaRDI QIDQ3838312
Philip Hans Franses, Michael McAleer
Publication date: 27 October 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00083
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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