✦ LIBER ✦

Estimation for nearly unit root processes with GARCH errors

✍ Scribed by Yu-ze Yuan; Rong-mao Zhang

Book ID: 107500991
Publisher: SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year: 2010
Tongue: English
Weight: 218 KB
Volume: 25
Category: Article
ISSN: 1005-1031
DOI: 10.1007/s11766-010-2397-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation and Testing for Unit Root Pro

✍ Ling, Shiqing; Li, W. K.; McAleer, Michael 📂 Article 📅 2003 🏛 Taylor and Francis Group 🌐 English ⚖ 229 KB

Bootstrap Unit Root Tests in Models with

✍ Gospodinov, Nikolay; Tao, Ye 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 374 KB

Asymptotics for stationary very nearly u

✍ Donald W. K. Andrews; Patrik Guggenberger 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 508 KB

Joint maximum likelihood estimation of u

✍ Steven Cook 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 133 KB

Testing for a Unit Root in a Process Exh

✍ Chris Brooks; Alistair G. Rew 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 131 KB

A note on self-normalized Dickey-Fuller

✍ Xiao-rong Yang; Li-xin Zhang 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 136 KB