Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Year of publication: |
2008
|
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Authors: | Gospodinov, Nikolaj |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 1, p. 146-161
|
Subject: | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process |
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