Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480): Difference between revisions

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+Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
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+Generalized autoregressive conditional heteroscedasticity
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Regression with Nonstationary Volatility
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+Multiple Time Series Regression with Integrated Processes
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+Testing for a unit root in time series regression
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+Statistical inference on cointegration rank in error correction models with stationary covariates
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+Maximum Likelihood Estimation of Misspecified Models
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+https://doi.org/10.1016/s0304-4076(98)00051-7
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+W2050394714
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+Publication:1298480