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
|
|---|---|
| Authors: | Cook, Steve |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 2.2012, 3/4, p. 179-196
|
| Subject: | Simulation | Theorie | Theory | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | ARCH-Modell | ARCH model | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10009756392