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BibTeX entry
@Article{Wang:2006:NUR,
author = "Gaowen Wang",
title = "A note on unit root tests with heavy-tailed {GARCH}
errors",
journal = j-STAT-PROB-LETT,
volume = "76",
number = "10",
pages = "1075--1079",
day = "15",
month = may,
year = "2006",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:17:16 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715205004487",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
keywords = "Generalized autoregressive conditional
heteroscedasticity (GARCH) models",
}
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