A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958)
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scientific article; zbMATH DE number 6589309
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| English | A class of stochastic unit-root bilinear processes: mixing properties and unit-root test |
scientific article; zbMATH DE number 6589309 |
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A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (English)
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3 June 2016
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augmented Dickey-Fuller test
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bilinear processes
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GARCH
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mixing
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Phillips-Perron test
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stochastic unit-roots
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0.8789599
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0.87528574
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0.87411606
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0.8690994
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0.86850584
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