Journal article 1535 views
Maximum likelihood unit rooting test in the presence of GARCH: A new test with increased power
Steve Cook 
Communications in Statistics - Simulation and Computing, Volume: 37, Issue: 4, Pages: 756 - 765
Swansea University Author:
Steve Cook
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/03610910701779726
Abstract
Maximum likelihood unit rooting test in the presence of GARCH: A new test with increased power
| Published in: | Communications in Statistics - Simulation and Computing |
|---|---|
| ISSN: | 0361-0918 |
| Published: |
Routledge
2008
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa5155 |
| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
4 |
| Start Page: |
756 |
| End Page: |
765 |