No Cover Image

Journal article 1021 views

Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues

Steve Cook Orcid Logo

Mathematics and Computers in Simulation, Volume: 77, Issue: 1, Pages: 109 - 116

Swansea University Author: Steve Cook Orcid Logo

Full text not available from this repository: check for access using links below.

Check full text

DOI (Published version): 10.1016/j.matcom.2007.02.009

Published in: Mathematics and Computers in Simulation
ISSN: 0378-4754
Published: 2008
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa6713
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2013-07-23T11:55:17Z
last_indexed 2018-02-09T04:34:11Z
id cronfa6713
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2011-10-01T00:00:00.0000000</datestamp><bib-version>v2</bib-version><id>6713</id><entry>2012-01-21</entry><title>Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues</title><swanseaauthors><author><sid>fce851eab28f6d8126d9bcd88250c6d5</sid><ORCID>0000-0002-1820-8390</ORCID><firstname>Steve</firstname><surname>Cook</surname><name>Steve Cook</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2012-01-21</date><deptcode>ECON</deptcode><abstract></abstract><type>Journal Article</type><journal>Mathematics and Computers in Simulation</journal><volume>77</volume><journalNumber>1</journalNumber><paginationStart>109</paginationStart><paginationEnd>116</paginationEnd><publisher/><placeOfPublication/><issnPrint>0378-4754</issnPrint><issnElectronic/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2008</publishedYear><publishedDate>2008-12-31</publishedDate><doi>10.1016/j.matcom.2007.02.009</doi><url/><notes/><college>COLLEGE NANME</college><department>Economics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>ECON</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2011-10-01T00:00:00.0000000</lastEdited><Created>2012-01-21T22:11:04.8700000</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Steve</firstname><surname>Cook</surname><orcid>0000-0002-1820-8390</orcid><order>1</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2011-10-01T00:00:00.0000000 v2 6713 2012-01-21 Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2012-01-21 ECON Journal Article Mathematics and Computers in Simulation 77 1 109 116 0378-4754 31 12 2008 2008-12-31 10.1016/j.matcom.2007.02.009 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2011-10-01T00:00:00.0000000 2012-01-21T22:11:04.8700000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
spellingShingle Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
Steve Cook
title_short Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_full Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_fullStr Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_full_unstemmed Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
title_sort Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Mathematics and Computers in Simulation
container_volume 77
container_issue 1
container_start_page 109
publishDate 2008
institution Swansea University
issn 0378-4754
doi_str_mv 10.1016/j.matcom.2007.02.009
college_str Faculty of Humanities and Social Sciences
hierarchytype
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
document_store_str 0
active_str 0
published_date 2008-12-31T03:08:15Z
_version_ 1763749811489603584
score 11.013037

Similar Items