Journal article 1785 views
On the finite-sample size distortion of smooth transition unit root tests
Steve Cook 
,
Dimitrios Vougas
,
Dimitrios Vougas
Statistics & Probability Letters, Volume: 70, Issue: 3, Start page: 175
Swansea University Authors:
Steve Cook , Dimitrios Vougas
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.spl.2004.10.001
Abstract
On the finite-sample size distortion of smooth transition unit root tests
| 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/cronfa2159 |
| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
3 |
| Start Page: |
175 |