Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Nikolay Gospodinov
| Year of publication: |
2008
|
|---|---|
| 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 |
| 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/10003778271