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Journal article 942 views

Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power

Steve Cook Orcid Logo

Communications in Statistics - Simulation and Computing, Volume: 37, Issue: 4, Pages: 756 - 765

Swansea University Author: Steve Cook Orcid Logo

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Published in: Communications in Statistics - Simulation and Computing
ISSN: 0361-0918
Published: Routledge 2008
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College: Faculty of Humanities and Social Sciences
Issue: 4
Start Page: 756
End Page: 765