Journal article 1510 views
Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
Journal of Statistical Computation and Simulation, Volume: 75, Issue: 9
Swansea University Author: Steve Cook
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DOI (Published version): 10.1080/00949650412331299111
Abstract
Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
Published in: | Journal of Statistical Computation and Simulation |
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ISSN: | 0094-9655 1563-5163 |
Published: |
2005
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa15347 |
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College: |
Faculty of Humanities and Social Sciences |
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Issue: |
9 |
End Page: |
729 |