Distribution theory for unit root tests with conditional heteroskedasticity
Byeongseon Seo
| Year of publication: |
1999
|
|---|---|
| Authors: | Seo, Byeongseon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 91.1999, 1, p. 113-144
|
| Subject: | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | USA | United States | 1947-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001382163