Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power
نویسندگان
چکیده
منابع مشابه
Unit Root Testing in the Presence of Innovation Variance Breaks: a Simple Solution with Increased Power
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2008
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610910701779726