Asymptotic inference for unit root processes with GARCH (1,1) errors
Year of publication: |
2003
|
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Authors: | Ling, Shiqing ; Li, Wai Keung |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 4, p. 541-564
|
Subject: | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Theorie | Theory |
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