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

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

Swansea University Author: Steve Cook

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Published in: Communications in Statistics - Simulation and Computing
ISSN: 0361-0918
Published: Routledge 2008
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URI: https://cronfa.swan.ac.uk/Record/cronfa5155
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College: School of Management
Issue: 4
Start Page: 756
End Page: 765