Journal article 1253 views
Size distortion of asymmetric unit root tests in the presence of level shifts
Steve Cook 
,
Neil Manning
,
Neil Manning
Journal of Statistical Computation and Simulation, Volume: 74, Issue: 11
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1080/00949650310001602149
Abstract
Size distortion of asymmetric unit root tests in the presence of level shifts
| Published in: | Journal of Statistical Computation and Simulation |
|---|---|
| ISSN: | 0094-9655 1563-5163 |
| Published: |
2004
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15346 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
11 |
| End Page: |
819 |