Journal article 1515 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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2015-06-17T01:53:06Z |
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| last_indexed |
2018-02-09T04:47:14Z |
| id |
cronfa15346 |
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SURis |
| fullrecord |
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| spelling |
2015-06-16T09:56:26.0069850 v2 15346 2013-07-31 Size distortion of asymmetric unit root tests in the presence of level shifts fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Journal of Statistical Computation and Simulation 74 11 819 0094-9655 1563-5163 31 12 2004 2004-12-31 10.1080/00949650310001602149 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2015-06-16T09:56:26.0069850 2013-07-31T18:25:36.1504763 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Neil Manning 2 |
| title |
Size distortion of asymmetric unit root tests in the presence of level shifts |
| spellingShingle |
Size distortion of asymmetric unit root tests in the presence of level shifts Steve Cook |
| title_short |
Size distortion of asymmetric unit root tests in the presence of level shifts |
| title_full |
Size distortion of asymmetric unit root tests in the presence of level shifts |
| title_fullStr |
Size distortion of asymmetric unit root tests in the presence of level shifts |
| title_full_unstemmed |
Size distortion of asymmetric unit root tests in the presence of level shifts |
| title_sort |
Size distortion of asymmetric unit root tests in the presence of level shifts |
| author_id_str_mv |
fce851eab28f6d8126d9bcd88250c6d5 |
| author_id_fullname_str_mv |
fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook |
| author |
Steve Cook |
| author2 |
Steve Cook Neil Manning |
| format |
Journal article |
| container_title |
Journal of Statistical Computation and Simulation |
| container_volume |
74 |
| container_issue |
11 |
| publishDate |
2004 |
| institution |
Swansea University |
| issn |
0094-9655 1563-5163 |
| doi_str_mv |
10.1080/00949650310001602149 |
| college_str |
Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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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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0 |
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| published_date |
2004-12-31T03:17:30Z |
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1763750392766660608 |
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11.035349 |