Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors
type: Item
instance of: scholarly article
title: Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors
zbMATH Open document ID: 1037.62084
DOI: 10.1023/A:1020945428824
author: Chris Brooks
author: Alistair G. Rew
published in: Computational Economics
publication date: 2003-05-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1904040
zbMATH Keywords: unit roots
zbMATH Keywords: structural breaks
zbMATH Keywords: Perron test
zbMATH Keywords: GARCH
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1904040