Testing for a unit root with nonstationary nonlinear heteroskedasticity
Yundong Tu, Nigel Chan, and Qiying Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Tu, Yundong ; Chan, Nigel ; Wang, Qiying |
| Subject: | Conditional heteroskedasticity | leverage effect | nonparametric | unit root test | Einheitswurzeltest | Unit root test | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtlineare Regression | Nonlinear regression |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1721833 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295588