On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors |
scientific article |
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On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (English)
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25 November 2011
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initial effect
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Monte Carlo experiment
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size distortion
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unit root tests
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