Pages that link to "Item:Q1342771"
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The following pages link to Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771):
Displayed 3 items.
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)