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

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The robustness of modified unit root tests in the presence of GARCH
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    title
    The robustness of modified unit root tests in the presence of GARCH (English)
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    author
    Steven Cook
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    publication date
    9 May 2007
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    Mathematics Subject Classification ID
    91B82
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    91B28
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    91B84
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    zbMATH DE Number
    5150688
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    zbMATH Keywords
    GARCH
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    unit root tests
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    size distortion
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    OpenAlex ID
    W2152172268
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