On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the choice of test for a unit root when the errors are conditionally heteroskedastic |
scientific article; zbMATH DE number 6970920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the choice of test for a unit root when the errors are conditionally heteroskedastic |
scientific article; zbMATH DE number 6970920 |
Statements
On the choice of test for a unit root when the errors are conditionally heteroskedastic (English)
0 references
2 November 2018
0 references
unit root test
0 references
conditional heteroskedasticity
0 references
ARCH
0 references
0 references
0 references
0 references
0 references
