Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Shiqing Ling; W. K. Li and Michael McAleer
| Year of publication: |
2003
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|---|---|
| Authors: | Ling, Shiqing ; Li, Wai Keung ; McAleer, Michael |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 22.2003, 2, p. 179-202
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| Subject: | GARCH | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001761653