Rank test of unit‐root hypothesis with AR‐GARCH errors
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Publication:6134626
DOI10.1111/jtsa.12635OpenAlexW3215410229MaRDI QIDQ6134626
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Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12635
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17) Inference from stochastic processes (62Mxx)
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