Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (Q5305507)

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scientific article; zbMATH DE number 5685771
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Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion
scientific article; zbMATH DE number 5685771

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    Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (English)
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    22 March 2010
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    Dickey-Fuller F test
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    \(GARCH(1
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    1)\)
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    MODWT
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    STAR model
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    unit root test
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    wavelet method
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