【作者(必填)】Brooks, C. and Rew, A.
【文题(必填)】Testing for a unit root in a process exhibiting a structural
break in the presence of GARCH errors
【年份(必填)】2002
【全文链接或数据库名称(选填)】

【作者(必填)】Cook,
【文题(必填)】Correcting size distortion of the Dickey-Fuller test via recursive mean adjust-
ment
【年份(必填)】2002
【全文链接或数据库名称(选填)】

【作者(必填)】Cook,
【文题(必填)】The robustness of modified unit root tests in the presence of GARCH
【年份(必填)】2006a
【全文链接或数据库名称(选填)】

【作者(必填)】Cook,
【文题(必填)】The impact of GARCH on asymmetric unit root tests
【年份(必填)】2006b
【全文链接或数据库名称(选填)】

【作者(必填)】Cook,
【文题(必填)】GARCH, heteroskedasticity consistent covariance matrix estimation and
(non-)linear unit root testing
【年份(必填)】2006c
【全文链接或数据库名称(选填)】

【作者(必填)】Cook,
【文题(必填)】Joint maximum likelihood estimation of unit root testing equations and
GARCH processes: Some finite-sample issues
【年份(必填)】2007
【全文链接或数据库名称(选填)】

【作者(必填)】Cook, S. and Manning, N.
【文题(必填)】The power of asymmetric unit root tests under threshold
and consistent-threshold
【年份(必填)】2003
【全文链接或数据库名称(选填)】