A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6232526
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending |
scientific article; zbMATH DE number 6232526 |
Statements
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (English)
0 references
26 November 2013
0 references
unit root test
0 references
heteroskedasticity
0 references
ARCH
0 references
GARCH
0 references
covariates
0 references
GLS detrending
0 references
0 references
0 references
0.8401463031768799
0 references
0.8289178609848022
0 references
0.8161202073097229
0 references
0.8119357228279114
0 references
0.8017854690551758
0 references
