On the finite-sample size distortion of smooth transition unit root tests
Date first appeared online | |
DOI | 10.1016/j.spl.2004.10.001 |
Authors | Cook S., Vougas D. |
Journal Name | Statistics & Probability Letters |
Volume | 70 |
Date first appeared online | |
DOI | 10.1016/j.spl.2004.10.001 |
Authors | Cook S., Vougas D. |
Journal Name | Statistics & Probability Letters |
Volume | 70 |