Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300): Difference between revisions
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Revision as of 20:37, 19 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 |
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Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (English)
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12 May 2009
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GDP
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Monte Carlo simulation
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maximum likelihood estimation
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unit roots
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