Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues
Year of publication: |
2008
|
---|---|
Authors: | Cook, Steven |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 77.2008, 1, p. 109-116
|
Publisher: |
Elsevier |
Subject: | Unit roots | GARCH | Monte Carlo simulation | Interest rates |
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