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Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power

Steve Cook Orcid Logo

Communications in Statistics - Simulation and Computing, Volume: 37, Issue: 4, Pages: 756 - 765

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1080/03610910701779726

Published in: Communications in Statistics - Simulation and Computing
ISSN: 0361-0918
Published: Routledge 2008
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URI: https://cronfa.swan.ac.uk/Record/cronfa5155
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first_indexed 2013-07-23T11:51:49Z
last_indexed 2018-02-09T04:31:12Z
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spelling 2013-11-05T11:36:23.7377486 v2 5155 2011-10-01 Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2011-10-01 ECON Journal Article Communications in Statistics - Simulation and Computing 37 4 756 765 Routledge 0361-0918 31 12 2008 2008-12-31 10.1080/03610910701779726 http://www.informaworld.com/smpp/content~db=all~content=a791517505~frm=abslink COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-11-05T11:36:23.7377486 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
spellingShingle Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
Steve Cook
title_short Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
title_full Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
title_fullStr Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
title_full_unstemmed Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
title_sort Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Communications in Statistics - Simulation and Computing
container_volume 37
container_issue 4
container_start_page 756
publishDate 2008
institution Swansea University
issn 0361-0918
doi_str_mv 10.1080/03610910701779726
publisher Routledge
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
url http://www.informaworld.com/smpp/content~db=all~content=a791517505~frm=abslink
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published_date 2008-12-31T03:06:07Z
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