✦ LIBER ✦

A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment

✍ Scribed by Charles, Amélie; Darné, Olivier

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Note on Seasonal Unit Root Tests

✍ Olivier Darné; Claude Diebolt 📂 Article 📅 2002 🏛 Springer Netherlands 🌐 English ⚖ 62 KB

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

Testing for a Unit Root in a Process Exh

✍ Chris Brooks; Alistair G. Rew 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 131 KB

A NOTE ON THE POOLING OF INDIVIDUAL PANI

✍ Westerlund, Joakim; Larsson, Rolf 📂 Article 📅 2009 🏛 Cambridge University Press 🌐 English ⚖ 145 KB

A note on the power of least squares tes

✍ Kenneth D. West 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 275 KB

Hysteresis versus Persistence in Unemplo

✍ Derek Leslie; Yonghao Pu; Alexander Wharton 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 831 KB