Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480)
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scientific article; zbMATH DE number 1326302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution theory for unit root tests with conditional heteroskedasticity |
scientific article; zbMATH DE number 1326302 |
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Distribution theory for unit root tests with conditional heteroskedasticity (English)
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13 February 2000
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power
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unit root tests
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maximum likelihood
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GARCH
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0.9313831
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0.9283004
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0.9194695
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