The performance of unit root tests under level-dependent heteroskedasticity (Q1928705)
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scientific article; zbMATH DE number 6121823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The performance of unit root tests under level-dependent heteroskedasticity |
scientific article; zbMATH DE number 6121823 |
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The performance of unit root tests under level-dependent heteroskedasticity (English)
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3 January 2013
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interest rates
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DF test
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CKLS
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double-autoregressive process
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nonparametric test
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