Linear and non-linear unit root testing in the presence of heavy-tailed GARCH : a finite-sample simulation analysis
Steve Cook
| Year of publication: |
2012
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| Authors: | Cook, Steve |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146X. - Vol. 2.2012, 3/4, p. 179-196
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010147896