Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects.
| Year of publication: |
1991
|
|---|---|
| Authors: | Urbain, J-P. |
| Institutions: | Centre de Recherche en Économie Publique et de la Population (CREPP), HEC École de Gestion |
| Subject: | econometrics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 10 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005660866