A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937)
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scientific article; zbMATH DE number 5524938
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| English | A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors |
scientific article; zbMATH DE number 5524938 |
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A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (English)
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6 March 2009
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0.835050106048584
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0.8330139517784119
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0.7941712141036987
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0.7909674644470215
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