Journal article 1327 views
On the finite-sample size distortion of smooth transition unit root tests
Statistics & Probability Letters, Volume: 70, Issue: 3, Start page: 175
Swansea University Authors:
Steve Cook , Dimitrios Vougas
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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 |
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ISSN: | 0167-7152 |
Published: |
2004
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URI: | https://cronfa.swan.ac.uk/Record/cronfa2159 |
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2011-10-01T00:00:00.0000000 v2 2159 2011-10-01 On the finite-sample size distortion of smooth transition unit root tests fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false d057ef5cd8db135ddadde1d21f4ae484 Dimitrios Vougas Dimitrios Vougas true false 2011-10-01 ECON Journal Article Statistics & Probability Letters 70 3 175 0167-7152 31 12 2004 2004-12-31 10.1016/j.spl.2004.10.001 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Dimitrios Vougas 2 |
title |
On the finite-sample size distortion of smooth transition unit root tests |
spellingShingle |
On the finite-sample size distortion of smooth transition unit root tests Steve Cook Dimitrios Vougas |
title_short |
On the finite-sample size distortion of smooth transition unit root tests |
title_full |
On the finite-sample size distortion of smooth transition unit root tests |
title_fullStr |
On the finite-sample size distortion of smooth transition unit root tests |
title_full_unstemmed |
On the finite-sample size distortion of smooth transition unit root tests |
title_sort |
On the finite-sample size distortion of smooth transition unit root tests |
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fce851eab28f6d8126d9bcd88250c6d5 d057ef5cd8db135ddadde1d21f4ae484 |
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fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook d057ef5cd8db135ddadde1d21f4ae484_***_Dimitrios Vougas |
author |
Steve Cook Dimitrios Vougas |
author2 |
Steve Cook Dimitrios Vougas |
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Journal article |
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Statistics & Probability Letters |
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70 |
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3 |
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175 |
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2004 |
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Swansea University |
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0167-7152 |
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10.1016/j.spl.2004.10.001 |
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Faculty of Humanities and Social Sciences |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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published_date |
2004-12-31T03:05:18Z |
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11.022914 |