Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

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
Please use this url to cite or link to this publication:
author
and
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
2016-04-01 12:59:49
date last changed
2024-01-09 05:10:58
@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}},
  doi          = {{10.1080/03610926.2010.481371}},
  volume       = {{40}},
  year         = {{2011}},
}