Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | Views | |
---|---|---|---|---|
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence Journal:Econometric Reviews | 2003 | 180 | ||
Recent theoretical results for time series models with GARCH errors Journal:Journal of Economic Surveys | 2002 | 187 |