Asymptotic inference for unit root processes with GARCH (1,1) errors
Shiqing Ling; W. K. Li
| Year of publication: |
2003
|
|---|---|
| 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 |
| 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/10001777180