A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141)
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scientific article; zbMATH DE number 5250473
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| English | A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment |
scientific article; zbMATH DE number 5250473 |
Statements
A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (English)
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18 March 2008
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GARCH model
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unit root test
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0.8281168937683105
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0.8257302641868591
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0.8196983933448792
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0.8159084916114807
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