GARCH, heteroscedasticity-consistent vovariance matric estimation and non-linear unit root testing
Steven Cook
| Year of publication: |
2006
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|---|---|
| Authors: | Cook, Steven |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 4, p. 217-222
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| Subject: | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
| 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/10003351931