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Lag optimisation and finite-sample size distortion of unit root tests

Steve Cook Orcid Logo, Neil Manning

Economics Letters, Volume: 84, Issue: 2

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/j.econlet.2004.02.010

Published in: Economics Letters
ISSN: 0165-1765
Published: 2004
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15334
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first_indexed 2013-08-22T01:57:43Z
last_indexed 2018-02-09T04:47:12Z
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spelling 2013-07-31T18:12:49.2645837 v2 15334 2013-07-31 Lag optimisation and finite-sample size distortion of unit root tests fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Economics Letters 84 2 274 0165-1765 31 12 2004 2004-12-31 10.1016/j.econlet.2004.02.010 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-07-31T18:12:49.2645837 2013-07-31T18:12:49.2645837 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Neil Manning 2
title Lag optimisation and finite-sample size distortion of unit root tests
spellingShingle Lag optimisation and finite-sample size distortion of unit root tests
Steve Cook
title_short Lag optimisation and finite-sample size distortion of unit root tests
title_full Lag optimisation and finite-sample size distortion of unit root tests
title_fullStr Lag optimisation and finite-sample size distortion of unit root tests
title_full_unstemmed Lag optimisation and finite-sample size distortion of unit root tests
title_sort Lag optimisation and finite-sample size distortion of unit root tests
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
Neil Manning
format Journal article
container_title Economics Letters
container_volume 84
container_issue 2
publishDate 2004
institution Swansea University
issn 0165-1765
doi_str_mv 10.1016/j.econlet.2004.02.010
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
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active_str 0
published_date 2004-12-31T03:17:28Z
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