Pages that link to "Item:Q3437390"
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The following pages link to The robustness of modified unit root tests in the presence of GARCH (Q3437390):
Displayed 4 items.
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)