Panel versus GARCH information in unit root testing with an application to financial markets
Joakim Westerlund; Paresh Narayan
| Year of publication: |
2014
|
|---|---|
| Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 173-176
|
| Subject: | Panel data | Unit root tests | GARCH | Einheitswurzeltest | Unit root test | Panel | Panel study | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market |
| 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/10010438367