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Journal of Statistical Computation and Simulation Volume 86, 2016 - Issue 15
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Original Articles

Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors

Xiao ZhongDepartment of Mathematics & Statistics, Missouri University of Science and Technology, Rolla, MO65409, USA
&
V.A. SamaranayakeDepartment of Mathematics & Statistics, Missouri University of Science and Technology, Rolla, MO65409, USACorrespondence[email protected]
Pages 3025-3037 | Received 20 Feb 2015, Accepted 22 Jan 2016, Published online: 18 Feb 2016

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