A Monte Carlo Analysis of Unit Root Testing with GARCH(1,1) Errors

Shiqing Ling, W.K. Li, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publicationModelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems
EditorsL. Oxley, F. Scrimgeour, M. McAleer
Place of PublicationPerth, Australia
PublisherModelling and Simulation Society of Australia
Pages289-294
Volume2
EditionHamilton, New Zealand
ISBN (Print)0864229496
Publication statusPublished - 1999
EventA Monte Carlo Analysis of Unit Root Testing with GARCH(1,1) Errors - Hamilton, New Zealand
Duration: 1 Jan 1999 → …

Conference

ConferenceA Monte Carlo Analysis of Unit Root Testing with GARCH(1,1) Errors
Period1/01/99 → …

Cite this

Ling, S., Li, W. K., & Mcaleer, M. (1999). A Monte Carlo Analysis of Unit Root Testing with GARCH(1,1) Errors. In L. Oxley, F. Scrimgeour, & M. McAleer (Eds.), Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems (Hamilton, New Zealand ed., Vol. 2, pp. 289-294). Modelling and Simulation Society of Australia.