Journal article 1145 views
A momentum-threshold autoregressive unit root test with increased power
Steve Cook 
Statistics & Probability Letters, Volume: 67, Issue: 4
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1016/j.spl.2004.02.002
Abstract
A momentum-threshold autoregressive unit root test with increased power
| Published in: | Statistics & Probability Letters |
|---|---|
| ISSN: | 0167-7152 |
| Published: |
2004
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15337 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
4 |
| End Page: |
310 |