"Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH ..."

Yushu Li, Ghazi Shukur (2010)

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DOI: 10.1080/03610910903443964

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type: Journal Article

metadata version: 2020-05-10

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Yushu Li, Ghazi Shukur:
Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion. Commun. Stat. Simul. Comput. 39(2): 277-286 (2010)

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