Steven Cook. Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power. Communications in Statistics - Simulation and Computation, 37(4):756-765, 2008. [doi]
@article{Cook08-2,
title = {Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power},
author = {Steven Cook},
year = {2008},
doi = {10.1080/03610910701779726},
url = {http://dx.doi.org/10.1080/03610910701779726},
tags = {testing},
researchr = {https://researchr.org/publication/Cook08-2},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {37},
number = {4},
pages = {756-765},
}