Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
| Year of publication: |
2003
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|---|---|
| Authors: | Ling, Shiqing ; Li, W. ; Mcaleer, Michael |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 22.2003, 2, p. 179-202
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