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Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors : Theory and Monte Carlo Evidence
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors : Theory and Monte Carlo Evidence
Paper
文書・図像類
Ling, Shiqing, W., K. Li, Michael, McAleer
日本経済国際共同センター
2003-03
Discussion paper series. CIRJE-F
2003-CF-207
Other Libraries in Japan
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors : Theory and Monte Carlo Evidence
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors : Theory and Monte Carlo Evidence
Paper
文書・図像類
Ling, Shiqing, Li, W. K., McAleer, Michael
The Institute of Social and Economic Research, Osaka University
2001-06
Institute of Social and Economic Research Discussion Papers
544
Other Libraries in Japan
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