Unit root tests with level shift in the presence of GARCH
Year of publication: |
1995
|
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Authors: | Hecq, Alain W. J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 49.1995, 2, p. 125-130
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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