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Modified unit root tests and momentum threshold autoregressive processes

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 64, Issue: 1

Swansea University Author: Steve Cook Orcid Logo

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Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2003
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15339
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first_indexed 2013-08-22T01:57:43Z
last_indexed 2018-02-09T04:47:13Z
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spelling 2013-07-31T18:17:12.0100243 v2 15339 2013-07-31 Modified unit root tests and momentum threshold autoregressive processes fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Statistics & Probability Letters 64 1 88 0167-7152 31 12 2003 2003-12-31 10.1016/S0167-7152(03)00133-0 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-07-31T18:17:12.0100243 2013-07-31T18:17:12.0100243 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Modified unit root tests and momentum threshold autoregressive processes
spellingShingle Modified unit root tests and momentum threshold autoregressive processes
Steve Cook
title_short Modified unit root tests and momentum threshold autoregressive processes
title_full Modified unit root tests and momentum threshold autoregressive processes
title_fullStr Modified unit root tests and momentum threshold autoregressive processes
title_full_unstemmed Modified unit root tests and momentum threshold autoregressive processes
title_sort Modified unit root tests and momentum threshold autoregressive processes
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 64
container_issue 1
publishDate 2003
institution Swansea University
issn 0167-7152
doi_str_mv 10.1016/S0167-7152(03)00133-0
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 2003-12-31T03:20:20Z
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