Journal article 1021 views
Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
Steve Cook 
Mathematics and Computers in Simulation, Volume: 77, Issue: 1, Pages: 109 - 116
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1016/j.matcom.2007.02.009
Abstract
Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
| Published in: | Mathematics and Computers in Simulation |
|---|---|
| ISSN: | 0378-4754 |
| Published: |
2008
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa6713 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
1 |
| Start Page: |
109 |
| End Page: |
116 |