Testing for unit roots in time series models with non-stationary volatility
Giuseppe Cavaliere; A. M. Robert Taylor
| Year of publication: |
2004
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
| Publisher: |
Birmingham |
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Extent: | 31. [12] S graph. Darst |
|---|---|
| Series: | Department of Economics discussion paper / Department of Economics, The University of Birmingham. - Cambridge, ZDB-ID 2322658-4. - Vol. 04-24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002672016