GARCH, heteroscedasticity-consistent covariance matrix estimation and (non)linear unit root testing

✍ Scribed by Cook, Steven

• Book ID: 120411067
• Publisher: Taylor and Francis Group
• Year: 2006
• Tongue: English
• Weight: 121 KB
• Volume: 2
• Category: Article
• ISSN: 1744-6546
• DOI: 10.1080/17446540500474219