Pages that link to "Item:Q3625300"
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The following pages link to Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300):
Displaying 5 items.
- Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (Q1872058) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851) (← links)
- Developments in Maximum Likelihood Unit Root Tests (Q4921617) (← links)
- Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (Q5305507) (← links)