No Cover Image

Journal article 1619 views

Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 60, Issue: 1

Swansea University Author: Steve Cook Orcid Logo

Full text not available from this repository: check for access using links below.

Check full text

DOI (Published version): 10.1016/S0167-7152(02)00280-8

Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2002
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15338
first_indexed 2013-09-20T15:50:10Z
last_indexed 2018-02-09T04:47:13Z
id cronfa15338
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2013-09-18T22:09:35.7933077</datestamp><bib-version>v2</bib-version><id>15338</id><entry>2013-07-31</entry><title>Correcting size distortion of the Dickey&#x2013;Fuller test via recursive mean adjustment</title><swanseaauthors><author><sid>fce851eab28f6d8126d9bcd88250c6d5</sid><ORCID>0000-0002-1820-8390</ORCID><firstname>Steve</firstname><surname>Cook</surname><name>Steve Cook</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2013-07-31</date><deptcode>SOSS</deptcode><abstract></abstract><type>Journal Article</type><journal>Statistics &amp; Probability Letters</journal><volume>60</volume><journalNumber>1</journalNumber><paginationStart/><paginationEnd>79</paginationEnd><publisher/><placeOfPublication/><issnPrint>0167-7152</issnPrint><issnElectronic/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2002</publishedYear><publishedDate>2002-12-31</publishedDate><doi>10.1016/S0167-7152(02)00280-8</doi><url/><notes/><college>COLLEGE NANME</college><department>Social Sciences School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SOSS</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2013-09-18T22:09:35.7933077</lastEdited><Created>2013-07-31T18:16:28.2729933</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Steve</firstname><surname>Cook</surname><orcid>0000-0002-1820-8390</orcid><order>1</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2013-09-18T22:09:35.7933077 v2 15338 2013-07-31 Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 SOSS Journal Article Statistics & Probability Letters 60 1 79 0167-7152 31 12 2002 2002-12-31 10.1016/S0167-7152(02)00280-8 COLLEGE NANME Social Sciences School COLLEGE CODE SOSS Swansea University 2013-09-18T22:09:35.7933077 2013-07-31T18:16:28.2729933 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
spellingShingle Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
Steve Cook
title_short Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_full Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_fullStr Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_full_unstemmed Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_sort Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Statistics & Probability Letters
container_volume 60
container_issue 1
publishDate 2002
institution Swansea University
issn 0167-7152
doi_str_mv 10.1016/S0167-7152(02)00280-8
college_str Faculty of Humanities and Social Sciences
hierarchytype
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
document_store_str 0
active_str 0
published_date 2002-12-31T03:26:19Z
_version_ 1851543183254618112
score 11.090091

Similar Items