Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513)
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scientific article; zbMATH DE number 7184781
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| English | Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors |
scientific article; zbMATH DE number 7184781 |
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Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (English)
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1 April 2020
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non-stationarity tests
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conditional volatility
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residual bootstrap
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time series
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random walk
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