Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (Q4805312)

From MaRDI portal
scientific article; zbMATH DE number 1909252
Language Label Description Also known as
English
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
scientific article; zbMATH DE number 1909252

    Statements

    Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (English)
    0 references
    0 references
    0 references
    0 references
    12 May 2003
    0 references

    Identifiers