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A momentum-threshold autoregressive unit root test with increased power

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 67, Issue: 4

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/j.spl.2004.02.002

Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2004
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15337
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first_indexed 2013-09-20T15:50:10Z
last_indexed 2018-02-09T04:47:13Z
id cronfa15337
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spelling 2013-09-18T22:10:09.8336773 v2 15337 2013-07-31 A momentum-threshold autoregressive unit root test with increased power fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Statistics & Probability Letters 67 4 310 0167-7152 31 12 2004 2004-12-31 10.1016/j.spl.2004.02.002 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-09-18T22:10:09.8336773 2013-07-31T18:15:58.1634387 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title A momentum-threshold autoregressive unit root test with increased power
spellingShingle A momentum-threshold autoregressive unit root test with increased power
Steve Cook
title_short A momentum-threshold autoregressive unit root test with increased power
title_full A momentum-threshold autoregressive unit root test with increased power
title_fullStr A momentum-threshold autoregressive unit root test with increased power
title_full_unstemmed A momentum-threshold autoregressive unit root test with increased power
title_sort A momentum-threshold autoregressive unit root test with increased power
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 67
container_issue 4
publishDate 2004
institution Swansea University
issn 0167-7152
doi_str_mv 10.1016/j.spl.2004.02.002
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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published_date 2004-12-31T03:17:29Z
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