A class of stochastic unit-root bilinear processes : mixing properties and unit-root test
Christian Francq; Svetlana Makarova; Jean-Michel Zakoi͏̈an
| Year of publication: |
2008
|
|---|---|
| Authors: | Francq, Christian ; Makarova, Svetlana D. ; Zakoïan, Jean-Michel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 142.2008, 1, p. 312-326
|
| Subject: | Einheitswurzeltest | Unit root test | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003608201