Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000905258> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2000905258 abstract "This paper studies the effect of GARCH process on the robustness and reliabilities of unit roots test with structural breaks. It gives that, as the GARCH process approaches integratedness, the test statistic’ the proportion of rejections reported actually increases as the sample size increases. Consequently, we can see that the standard asymptotic theory is inapplicable in this case. The statistic , their actual test size on the whole is accordant to nominal size in unit root and no break as the volatility parameter is small, =0 or approach to 0. The statistic exists a serious over sizing of null hypothesis as integratedness in all structural break type. The statistic test power increases as the sample size increases, but test power do not increases as the sample size increase under AR parameter. Test power increases as integratedness increases, and decreases as volatility parameter increases." @default.
- W2000905258 created "2016-06-24" @default.
- W2000905258 creator A5040479218 @default.
- W2000905258 creator A5061965668 @default.
- W2000905258 date "2012-01-01" @default.
- W2000905258 modified "2023-09-27" @default.
- W2000905258 title "Unit Root Tests of Structural Break with GARCH-Error Process" @default.
- W2000905258 cites W1979575715 @default.
- W2000905258 cites W1982971999 @default.
- W2000905258 cites W1988552646 @default.
- W2000905258 cites W1999996900 @default.
- W2000905258 cites W2008778864 @default.
- W2000905258 cites W2061677737 @default.
- W2000905258 cites W2078955346 @default.
- W2000905258 cites W2098189971 @default.
- W2000905258 cites W2116388354 @default.
- W2000905258 doi "https://doi.org/10.4028/www.scientific.net/amr.452-453.986" @default.
- W2000905258 hasPublicationYear "2012" @default.
- W2000905258 type Work @default.
- W2000905258 sameAs 2000905258 @default.
- W2000905258 citedByCount "0" @default.
- W2000905258 crossrefType "journal-article" @default.
- W2000905258 hasAuthorship W2000905258A5040479218 @default.
- W2000905258 hasAuthorship W2000905258A5061965668 @default.
- W2000905258 hasConcept C104317684 @default.
- W2000905258 hasConcept C105795698 @default.
- W2000905258 hasConcept C129848803 @default.
- W2000905258 hasConcept C144341231 @default.
- W2000905258 hasConcept C145162277 @default.
- W2000905258 hasConcept C149782125 @default.
- W2000905258 hasConcept C169857963 @default.
- W2000905258 hasConcept C185592680 @default.
- W2000905258 hasConcept C186008389 @default.
- W2000905258 hasConcept C195561663 @default.
- W2000905258 hasConcept C23922673 @default.
- W2000905258 hasConcept C33923547 @default.
- W2000905258 hasConcept C55493867 @default.
- W2000905258 hasConcept C63479239 @default.
- W2000905258 hasConcept C87007009 @default.
- W2000905258 hasConcept C89128539 @default.
- W2000905258 hasConcept C91602232 @default.
- W2000905258 hasConceptScore W2000905258C104317684 @default.
- W2000905258 hasConceptScore W2000905258C105795698 @default.
- W2000905258 hasConceptScore W2000905258C129848803 @default.
- W2000905258 hasConceptScore W2000905258C144341231 @default.
- W2000905258 hasConceptScore W2000905258C145162277 @default.
- W2000905258 hasConceptScore W2000905258C149782125 @default.
- W2000905258 hasConceptScore W2000905258C169857963 @default.
- W2000905258 hasConceptScore W2000905258C185592680 @default.
- W2000905258 hasConceptScore W2000905258C186008389 @default.
- W2000905258 hasConceptScore W2000905258C195561663 @default.
- W2000905258 hasConceptScore W2000905258C23922673 @default.
- W2000905258 hasConceptScore W2000905258C33923547 @default.
- W2000905258 hasConceptScore W2000905258C55493867 @default.
- W2000905258 hasConceptScore W2000905258C63479239 @default.
- W2000905258 hasConceptScore W2000905258C87007009 @default.
- W2000905258 hasConceptScore W2000905258C89128539 @default.
- W2000905258 hasConceptScore W2000905258C91602232 @default.
- W2000905258 hasLocation W20009052581 @default.
- W2000905258 hasOpenAccess W2000905258 @default.
- W2000905258 hasPrimaryLocation W20009052581 @default.
- W2000905258 hasRelatedWork W1946204297 @default.
- W2000905258 hasRelatedWork W1969496822 @default.
- W2000905258 hasRelatedWork W1995630403 @default.
- W2000905258 hasRelatedWork W2013343944 @default.
- W2000905258 hasRelatedWork W2020592841 @default.
- W2000905258 hasRelatedWork W2023089035 @default.
- W2000905258 hasRelatedWork W2045007776 @default.
- W2000905258 hasRelatedWork W2131357079 @default.
- W2000905258 hasRelatedWork W2163859004 @default.
- W2000905258 hasRelatedWork W3024873971 @default.
- W2000905258 hasRelatedWork W3122037483 @default.
- W2000905258 hasRelatedWork W3123194136 @default.
- W2000905258 hasRelatedWork W3123476533 @default.
- W2000905258 hasRelatedWork W3124016211 @default.
- W2000905258 hasRelatedWork W3124065231 @default.
- W2000905258 hasRelatedWork W3124117903 @default.
- W2000905258 hasRelatedWork W3124159921 @default.
- W2000905258 hasRelatedWork W3124662040 @default.
- W2000905258 hasRelatedWork W3125490233 @default.
- W2000905258 hasRelatedWork W3155147478 @default.
- W2000905258 isParatext "false" @default.
- W2000905258 isRetracted "false" @default.
- W2000905258 magId "2000905258" @default.
- W2000905258 workType "article" @default.