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Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests

Steve Cook Orcid Logo, Neil Manning

Journal of Statistical Computation and Simulation, Volume: 75, Issue: 9

Swansea University Author: Steve Cook Orcid Logo

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Published in: Journal of Statistical Computation and Simulation
ISSN: 0094-9655 1563-5163
Published: 2005
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URI: https://cronfa.swan.ac.uk/Record/cronfa15347
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first_indexed 2013-09-20T15:50:12Z
last_indexed 2018-02-09T04:47:14Z
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spelling 2013-09-18T22:11:43.6448967 v2 15347 2013-07-31 Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Journal of Statistical Computation and Simulation 75 9 729 0094-9655 1563-5163 31 12 2005 2005-12-31 10.1080/00949650412331299111 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-09-18T22:11:43.6448967 2013-07-31T18:26:20.6648809 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Neil Manning 2
title Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
spellingShingle Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
Steve Cook
title_short Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
title_full Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
title_fullStr Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
title_full_unstemmed Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
title_sort Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
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 75
container_issue 9
publishDate 2005
institution Swansea University
issn 0094-9655
1563-5163
doi_str_mv 10.1080/00949650412331299111
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 2005-12-31T03:19:02Z
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