Open AccessLjung-Box Test in Unit Root AR-ARCH Model
Author(s) -
EunHee Kim,
Jeongcheol Ha,
Youngsook Jeon,
Sangyeol Lee
Publication year - 2004
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2004.11.2.323
Subject(s) - unit root test , mathematics , unit root , arch , statistics , computer science , engineering , structural engineering , cointegration