On the choice of test for a unit root when the errors are conditionally heteroskedastic.

Joakim Westerlund

Published in: Comput. Stat. Data Anal. (2014)

Keyphrases

test cases
probabilistic model
data sets
test data
software development
information retrieval
metadata
database systems
image sequences
lower bound
optimal solution
multiscale
training data
image processing
machine learning
data mining
databases