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Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data

Li, Yushu LU and Shukur, Ghazi (2011) In Communications in Statistics: Theory and Methods 40(13). p.2385-2396
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author
publishing date
type
Contribution to specialist publication or newspaper
publication status
published
subject
categories
Popular Science
in
Communications in Statistics: Theory and Methods
volume
40
issue
13
pages
2385 - 2396
publisher
Marcel Dekker
external identifiers
  • scopus:79956158057
ISSN
0361-0926
DOI
10.1080/03610926.2010.481371
language
English
LU publication?
no
id
e943cabd-4368-4b4d-9256-2b3da935f28d (old id 3044966)
date added to LUP
2012-08-27 13:33:05
date last changed
2017-01-01 05:24:31
@misc{e943cabd-4368-4b4d-9256-2b3da935f28d,
  author       = {Li, Yushu and Shukur, Ghazi},
  issn         = {0361-0926},
  language     = {eng},
  number       = {13},
  pages        = {2385--2396},
  publisher    = {Marcel Dekker},
  series       = {Communications in Statistics: Theory and Methods},
  title        = {Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data},
  url          = {http://dx.doi.org/10.1080/03610926.2010.481371},
  volume       = {40},
  year         = {2011},
}