Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence

✍ Scribed by Ling, Shiqing; Li, W. K.; McAleer, Michael

• Book ID: 120460194
• Publisher: Taylor and Francis Group
• Year: 2003
• Tongue: English
• Weight: 229 KB
• Volume: 22
• Category: Article
• ISSN: 0747-4938
• DOI: 10.1081/ETC-120020462