【作者(必填)】Ling, S., Li, W.K.
【文题(必填)】  Asymptotic inference for unit root processes with GARCH (1,1) errors.
【年份(必填)】2003,Econometric Theory 19:541-564.
【全文链接或数据库名称(选填)】

【作者(必填)】 Ling, S., Li, W.K., McAleer, M.
【文题(必填)】  Estimation and testing for unit root processes with GARCH (1,1) errors: Theory and Monte Carlo evidence.
【年份(必填)】2003,Econometric Reviews 22:179-202.
【全文链接或数据库名称(选填)】

【作者(必填)】Kim, K., Schmidt, P.
【文题(必填)】Unit root tests with conditional heteroskedasticity  
【年份(必填)】(1993). . Journal of Econometrics 59:287-300.
【全文链接或数据库名称(选填)】

【作者(必填)】Lee, S.W., Hansen, B.E
【文题(必填)】Asymptotic theory for the GARCH(1,1) quasi-maximum likelihood estimator
【年份(必填)】(1994). . Econometric Theory 10:29-52.
【全文链接或数据库名称(选填)】


【作者(必填)】Ling, S., Li, W.K.  
【文题(必填)】Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroskedastic errors.
【年份(必填)】(1998). Annals of Statistics 26:84-125
【全文链接或数据库名称(选填)】