Journal article 1527 views
Finite-sample properties of modified unit root tests in the presence structural change
Applied Mathematics and Computation, Volume: 149, Issue: 3
Swansea University Author: Steve Cook
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DOI (Published version): 10.1016/S0096-3003(03)00167-X
Abstract
Finite-sample properties of modified unit root tests in the presence structural change
Published in: | Applied Mathematics and Computation |
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ISSN: | 0096-3003 |
Published: |
2004
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Online Access: |
Check full text
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URI: | https://cronfa.swan.ac.uk/Record/cronfa15340 |
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College: |
Faculty of Humanities and Social Sciences |
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Issue: |
3 |
End Page: |
640 |