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  A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors
 
 
Title: A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors
Author: Yang, Xiao-rong
Zhang, Li-xin
Appeared in: Applied mathematics. Series B
Paging: Volume 23 (2008) nr. 2 pages 197-201
Year: 2008
Contents:
Publisher: SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities, Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 4 of 16 found articles
 
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