A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A score statistic for testing the presence of a stochastic trend in conditional variances |
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A score statistic for testing the presence of a stochastic trend in conditional variances (English)
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20 April 2022
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GARCH
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unit root
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score statistic
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stochastic trend
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