ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS

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Publication:4561968

DOI10.1017/S0266466603194029zbMath1441.62798MaRDI QIDQ4561968

Wai Keung Li, Shiqing Ling

Publication date: 14 December 2018

Published in: Econometric Theory (Search for Journal in Brave)




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