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Size and power properties of powerful unit root tests in the presence of variance breaks

Steve Cook Orcid Logo

Physica A: Statistical Mechanics and its Applications, Volume: 317, Issue: 3-4

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/S0378-4371(02)01344-4

Published in: Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Published: 2003
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URI: https://cronfa.swan.ac.uk/Record/cronfa15341
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first_indexed 2013-09-20T15:50:11Z
last_indexed 2018-02-09T04:47:13Z
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spelling 2013-09-18T22:10:38.7019733 v2 15341 2013-07-31 Size and power properties of powerful unit root tests in the presence of variance breaks fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Physica A: Statistical Mechanics and its Applications 317 3-4 448 0378-4371 31 12 2003 2003-12-31 10.1016/S0378-4371(02)01344-4 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-09-18T22:10:38.7019733 2013-07-31T18:19:41.2286447 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title Size and power properties of powerful unit root tests in the presence of variance breaks
spellingShingle Size and power properties of powerful unit root tests in the presence of variance breaks
Steve Cook
title_short Size and power properties of powerful unit root tests in the presence of variance breaks
title_full Size and power properties of powerful unit root tests in the presence of variance breaks
title_fullStr Size and power properties of powerful unit root tests in the presence of variance breaks
title_full_unstemmed Size and power properties of powerful unit root tests in the presence of variance breaks
title_sort Size and power properties of powerful unit root tests in the presence of variance breaks
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Physica A: Statistical Mechanics and its Applications
container_volume 317
container_issue 3-4
publishDate 2003
institution Swansea University
issn 0378-4371
doi_str_mv 10.1016/S0378-4371(02)01344-4
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 2003-12-31T03:17:29Z
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