A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626)
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scientific article; zbMATH DE number 6232526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending |
scientific article; zbMATH DE number 6232526 |
Statements
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (English)
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26 November 2013
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unit root test
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heteroskedasticity
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ARCH
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GARCH
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covariates
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GLS detrending
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