Bootstrap unit root tests in models with GARCH (1,1) errors
Nikolay Gospodinov and Ye Tao
| Year of publication: |
2011
|
|---|---|
| Authors: | Gospodinov, Nikolaj ; Tao, Ye |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 4, p. 379-405
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Einheitswurzeltest | Unit root test | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009130266