Testing for Autocorrelation and Unit Roots in the Presence of Conditional Heteroskedasticity of Unknown Form
Year of publication: |
2003
|
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Authors: | Guo, Binbin ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 4, 2001 erstellt |
Other identifiers: | 10.2139/ssrn.393641 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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