Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power |
scientific article |
Statements
Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (English)
0 references
12 May 2009
0 references
GDP
0 references
Monte Carlo simulation
0 references
maximum likelihood estimation
0 references
unit roots
0 references
