Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data |
scientific article |
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Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (English)
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20 July 2011
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Dickey-Fuller test
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\(GARCH(1,1)
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MODWT
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\) wavelet decomposition
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