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A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity

✍ Scribed by Paulo M. M. Rodrigues; Antonio Rubia

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on self-normalized Dickey-Fuller

✍ Xiao-rong Yang; Li-xin Zhang 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 136 KB