Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues |
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Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (English)
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26 March 2008
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unit roots
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GARCH
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Monte Carlo simulation
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interest rates
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