Pages that link to "Item:Q1928705"
From MaRDI portal
The following pages link to The performance of unit root tests under level-dependent heteroskedasticity (Q1928705):
Displaying 5 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
