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Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing; Li, Wai Keung; McAleer, Michael - In: Econometric reviews 22 (2003) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
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Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei; Ling, Shiqing - In: Econometric reviews 42 (2023) 9/10, pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
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Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Ling, Shiqing; Li, W.; Mcaleer, Michael - In: Econometric reviews 22 (2003) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10006889426