Author: Hamori S. Tokihisa A.
Publisher: Elsevier
ISSN: 0165-1765
Source: Economics Letters, Vol.57, Iss.3, 1997-12, pp. : 245-253
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Unit root tests with level shift in the presence of GARCH
By Hecq A.
Economics Letters, Vol. 49, Iss. 2, 1995-08 ,pp. :
A Note on Unit Root Tests with Infinite Variance Noise
By Samarakoon D. M. Mahinda Knight Keith
Econometric Reviews, Vol. 28, Iss. 4, 2009-07 ,pp. :