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 |
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2013-07-23T11:51:49Z |
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2018-02-09T04:31:12Z |
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cronfa5155 |
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SURis |
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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 SOSS 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 Social Sciences School COLLEGE CODE SOSS 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 |
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fce851eab28f6d8126d9bcd88250c6d5 |
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Steve Cook |
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Steve Cook |
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Journal article |
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Communications in Statistics - Simulation and Computing |
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37 |
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4 |
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756 |
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2008 |
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Swansea University |
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0361-0918 |
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10.1080/03610910701779726 |
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Routledge |
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Faculty of Humanities and Social Sciences |
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Faculty of Humanities and Social Sciences |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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2008-12-31T03:09:50Z |
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