Journal article 1884 views
Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
Journal of Statistical Computation and Simulation, Volume: 75, Issue: 9
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1080/00949650412331299111
Abstract
Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
| Published in: | Journal of Statistical Computation and Simulation |
|---|---|
| ISSN: | 0094-9655 1563-5163 |
| Published: |
2005
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15347 |
| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
9 |
| End Page: |
729 |

