SCOPUS 정보 검색 플랫폼

Volumn 89, Issue 3, 2005, Pages 262-268

The performance of unit root tests under level-dependent heteroskedasticity

Author keywords

CKLS; DF test; Double autoregressive process; Interest rates; Nonparametric test

Indexed keywords

EID: 27744492677 PISSN: 01651765 EISSN: None Source Type: Journal
DOI: 10.1016/j.econlet.2005.05.035 Document Type: Article

Times cited : (10)

References (10)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.