Size distortion of asymmetric unit root tests in the presence of level shifts
Date first appeared online | |
DOI | 10.1080/00949650310001602149 |
Authors | Cook S. |
Journal Name | Journal of Statistical Computation and Simulation |
Volume | 74 |
Date first appeared online | |
DOI | 10.1080/00949650310001602149 |
Authors | Cook S. |
Journal Name | Journal of Statistical Computation and Simulation |
Volume | 74 |