The performance of unit root tests under level-dependent heteroskedasticity (Q1928705)
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scientific article; zbMATH DE number 6121823
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| English | The performance of unit root tests under level-dependent heteroskedasticity |
scientific article; zbMATH DE number 6121823 |
Statements
The performance of unit root tests under level-dependent heteroskedasticity (English)
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3 January 2013
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interest rates
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DF test
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CKLS
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double-autoregressive process
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nonparametric test
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0.8301032781600952
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0.8210767507553101
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0.8018903732299805
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0.7947256565093994
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