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Co-integration testing using local-to-unity detrending: the impact of structural change under the null

Steve Cook Orcid Logo

Journal of Statistical Computation and Simulation, Volume: 77, Issue: 3

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1080/10629360600569550

Published in: Journal of Statistical Computation and Simulation
ISSN: 0094-9655 1563-5163
Published: 2007
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URI: https://cronfa.swan.ac.uk/Record/cronfa15331
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last_indexed 2018-02-09T04:47:12Z
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spelling 2013-07-31T18:08:09.2499253 v2 15331 2013-07-31 Co-integration testing using local-to-unity detrending: the impact of structural change under the null fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 SOSS Journal Article Journal of Statistical Computation and Simulation 77 3 270 0094-9655 1563-5163 31 12 2007 2007-12-31 10.1080/10629360600569550 COLLEGE NANME Social Sciences School COLLEGE CODE SOSS Swansea University 2013-07-31T18:08:09.2499253 2013-07-31T18:08:09.2499253 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Co-integration testing using local-to-unity detrending: the impact of structural change under the null
spellingShingle Co-integration testing using local-to-unity detrending: the impact of structural change under the null
Steve Cook
title_short Co-integration testing using local-to-unity detrending: the impact of structural change under the null
title_full Co-integration testing using local-to-unity detrending: the impact of structural change under the null
title_fullStr Co-integration testing using local-to-unity detrending: the impact of structural change under the null
title_full_unstemmed Co-integration testing using local-to-unity detrending: the impact of structural change under the null
title_sort Co-integration testing using local-to-unity detrending: the impact of structural change under the null
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Journal of Statistical Computation and Simulation
container_volume 77
container_issue 3
publishDate 2007
institution Swansea University
issn 0094-9655
1563-5163
doi_str_mv 10.1080/10629360600569550
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2007-12-31T03:27:53Z
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