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Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 60, Issue: 1

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/S0167-7152(02)00280-8

Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2002
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15338
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first_indexed 2013-09-20T15:50:10Z
last_indexed 2018-02-09T04:47:13Z
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spelling 2013-09-18T22:09:35.7933077 v2 15338 2013-07-31 Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Statistics & Probability Letters 60 1 79 0167-7152 31 12 2002 2002-12-31 10.1016/S0167-7152(02)00280-8 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-09-18T22:09:35.7933077 2013-07-31T18:16:28.2729933 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
spellingShingle Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
Steve Cook
title_short Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_full Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_fullStr Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_full_unstemmed Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
title_sort Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
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 60
container_issue 1
publishDate 2002
institution Swansea University
issn 0167-7152
doi_str_mv 10.1016/S0167-7152(02)00280-8
college_str Faculty of Humanities and Social Sciences
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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 2002-12-31T03:17:29Z
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