@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042736,
 author = {Ling, Shiqing and W., K.  Li and Michael, McAleer},
 month = {Mar},
 note = {application/pdf, Econometric Reviews. 掲載予定., 本文フィルはリンク先を参照のこと},
 title = {Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors : Theory and Monte Carlo Evidence},
 year = {2003}
}