4   Artículos

Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power

Revista: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION    Formato: Impreso

Tabla de contenido: Vol: 37 Num: 4 Par: 0 Año: 2008

The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks

Revista: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION    Formato: Impreso

Tabla de contenido: Vol: 33 Num: 3 Par: 0 Año: 2004