Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (Q5305507)
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scientific article; zbMATH DE number 5685771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion |
scientific article; zbMATH DE number 5685771 |
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Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (English)
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22 March 2010
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Dickey-Fuller F test
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\(GARCH(1
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1)\)
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MODWT
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STAR model
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unit root test
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wavelet method
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0.89322746
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0.87952644
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0.8784879
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0.8783267
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0.8783124
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