Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors
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+Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment.
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+The robustness of modified unit root tests in the presence of GARCH
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+Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues
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+Temporal Aggregation of Garch Processes
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+Efficient Tests for an Autoregressive Unit Root
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q4884570
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+Heteroscedasticity in non-stationary time series, some Monte Carlo evidence
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+Q4328700
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+Testing for a unit root in the nonlinear STAR framework
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Unit Roots, Cointegration, and Structural Change
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Further evidence on breaking trend functions in macroeconomic variables
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+recursive Mean Adjustment for Unit Root Tests
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+Q5445942
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