Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007)
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scientific article; zbMATH DE number 7484532
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| English | Testing for a unit root with nonstationary nonlinear heteroskedasticity |
scientific article; zbMATH DE number 7484532 |
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Testing for a unit root with nonstationary nonlinear heteroskedasticity (English)
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4 March 2022
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conditional heteroskedasticity
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leverage effect
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nonparametric
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unit root test
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