Journal article 1444 views
Size and power properties of powerful unit root tests in the presence of variance breaks
Steve Cook 
Physica A: Statistical Mechanics and its Applications, Volume: 317, Issue: 3-4
Swansea University Author:
Steve Cook
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/S0378-4371(02)01344-4
Abstract
Size and power properties of powerful unit root tests in the presence of variance breaks
| Published in: | Physica A: Statistical Mechanics and its Applications |
|---|---|
| ISSN: | 0378-4371 |
| Published: |
2003
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15341 |
| College: |
Faculty of Humanities and Social Sciences |
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| Issue: |
3-4 |
| End Page: |
448 |