Pages that link to "Item:Q3007554"
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The following pages link to Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554):
Displaying 3 items.
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)