On the choice of test for a unit root when the errors are conditionally heteroskedastic
type: Item
instance of: scholarly article
title: On the choice of test for a unit root when the errors are conditionally heteroskedastic
zbMATH Open document ID: 1471.62214
author: Joakim Westerlund
published in: Computational Statistics and Data Analysis
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6970920
zbMATH Keywords: unit root test
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: ARCH
MaRDI profile type: Publication
full work available at URL: j.csda.2013.07.022
OpenAlex ID: W2074537980
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DOI: 10.1016/J.CSDA.2013.07.022
description: scientific article; zbMATH DE number 6970920