[S] Unit Root tests in the presence of GARCH effects

George Christodoulakis (GCHRISTODOULAKIS@econ.bbk.ac.uk)
Sat, 16 May 1998 17:48:08 GMT


Dear S-users,

Does anyone know any work dealing with Unit Root tests in the
presence of GARCH effects?

Thank for your help in advance.

george

***************************************
George Christodoulakis
Department of Economics,
Birkbeck College, University of London

7-15 Gresse Street
London W1P 2LL, UK
tel ++44 171 631 6426
fax ++44 171 631 6416
e-mail gchristodoulakis@econ.bbk.ac.uk
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