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Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues

Steve Cook Orcid Logo

Mathematics and Computers in Simulation, Volume: 77, Issue: 1, Pages: 109 - 116

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/j.matcom.2007.02.009

Published in: Mathematics and Computers in Simulation
ISSN: 0378-4754
Published: 2008
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URI: https://cronfa.swan.ac.uk/Record/cronfa6713
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first_indexed 2013-07-23T11:55:17Z
last_indexed 2018-02-09T04:34:11Z
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spelling 2011-10-01T00:00:00.0000000 v2 6713 2012-01-21 Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2012-01-21 ECON Journal Article Mathematics and Computers in Simulation 77 1 109 116 0378-4754 31 12 2008 2008-12-31 10.1016/j.matcom.2007.02.009 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2011-10-01T00:00:00.0000000 2012-01-21T22:11:04.8700000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
spellingShingle Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
Steve Cook
title_short Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_full Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_fullStr Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_full_unstemmed Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_sort Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Mathematics and Computers in Simulation
container_volume 77
container_issue 1
container_start_page 109
publishDate 2008
institution Swansea University
issn 0378-4754
doi_str_mv 10.1016/j.matcom.2007.02.009
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2008-12-31T03:08:15Z
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