Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (Q1872058)
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scientific article; zbMATH DE number 1904040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors |
scientific article; zbMATH DE number 1904040 |
Statements
Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (English)
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4 May 2003
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unit roots
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structural breaks
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Perron test
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GARCH
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