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Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors - MaRDI portal

Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554)

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Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors
scientific article

    Statements

    title
    Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (English)
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    author
    Nikolay Gospodinov
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    Ye Tao
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    publication date
    16 June 2011
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    zbMATH Keywords
    tables
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F40
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    65C05
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    62M07
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    zbMATH DE Number
    5908600
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    OpenAlex ID
    W1975137172
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