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Search: subject:"Variance stabilizing transformation"
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normalizing and variance-stabilizing transformation
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unit root tests
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critical values
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Estimation theory
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Mantalos, Panagiotis
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Handelshögskolan, Örebro Universitet
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Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
Mantalos, Panagiotis
- In:
Cogent Economics & Finance
5
(
2017
)
1
,
pp. 1-12
heteroscedasticity errors using the normalizing and
variance-stabilizing
transformation
(NoVaS) and examine their properties using Monte …
Persistent link: https://www.econbiz.de/10011988724
Saved in:
2
Robust critical values for unit root tests for series with conditional heteroscedasticity errors : an application of the simple NoVaS transformation
Mantalos, Panagiotis
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-12
heteroscedasticity errors using the normalizing and
variance-stabilizing
transformation
(NoVaS) and examine their properties using Monte …
Persistent link: https://www.econbiz.de/10011877334
Saved in:
3
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
Mantalos, Panagiotis
-
2012
heteroscedasticity errors using the normalizing and
variance-stabilizing
transformation
(NoVaS) in Politis (2007) and examine their …
Persistent link: https://www.econbiz.de/10012654372
Saved in:
4
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
Mantalos, Panagiotis
-
Handelshögskolan, Örebro Universitet
-
2012
heteroscedasticity errors using the normalizing and
variance-stabilizing
transformation
(NoVaS) in Politis (2007) and examine their …
Persistent link: https://www.econbiz.de/10009651237
Saved in:
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