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Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion

Li, Yushu LU and Shukur, Ghazi (2010) In Communications in Statistics: Simulation and Computation 39(2). p.277-286
Please use this url to cite or link to this publication:
author
publishing date
type
Contribution to specialist publication or newspaper
publication status
published
subject
categories
Popular Science
in
Communications in Statistics: Simulation and Computation
volume
39
issue
2
pages
277 - 286
publisher
Taylor & Francis
external identifiers
  • scopus:77951075208
ISSN
0361-0918
DOI
10.1080/03610910903443964
language
English
LU publication?
no
id
bcefdead-f3d0-41b4-95f9-0914682208fd (old id 3044969)
date added to LUP
2012-08-27 13:03:24
date last changed
2018-05-29 11:28:41
@misc{bcefdead-f3d0-41b4-95f9-0914682208fd,
  author       = {Li, Yushu and Shukur, Ghazi},
  issn         = {0361-0918},
  language     = {eng},
  number       = {2},
  pages        = {277--286},
  publisher    = {Taylor & Francis},
  series       = {Communications in Statistics: Simulation and Computation},
  title        = {Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion},
  url          = {http://dx.doi.org/10.1080/03610910903443964},
  volume       = {39},
  year         = {2010},
}