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On the finite-sample size distortion of smooth transition unit root tests

Steve Cook Orcid Logo, Dimitrios Vougas

Statistics & Probability Letters, Volume: 70, Issue: 3, Start page: 175

Swansea University Authors: Steve Cook Orcid Logo, Dimitrios Vougas

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Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2004
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URI: https://cronfa.swan.ac.uk/Record/cronfa2159
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last_indexed 2018-02-09T04:30:20Z
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spelling 2011-10-01T00:00:00.0000000 v2 2159 2011-10-01 On the finite-sample size distortion of smooth transition unit root tests fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false d057ef5cd8db135ddadde1d21f4ae484 Dimitrios Vougas Dimitrios Vougas true false 2011-10-01 ECON Journal Article Statistics & Probability Letters 70 3 175 0167-7152 31 12 2004 2004-12-31 10.1016/j.spl.2004.10.001 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Dimitrios Vougas 2
title On the finite-sample size distortion of smooth transition unit root tests
spellingShingle On the finite-sample size distortion of smooth transition unit root tests
Steve Cook
Dimitrios Vougas
title_short On the finite-sample size distortion of smooth transition unit root tests
title_full On the finite-sample size distortion of smooth transition unit root tests
title_fullStr On the finite-sample size distortion of smooth transition unit root tests
title_full_unstemmed On the finite-sample size distortion of smooth transition unit root tests
title_sort On the finite-sample size distortion of smooth transition unit root tests
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
d057ef5cd8db135ddadde1d21f4ae484
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
d057ef5cd8db135ddadde1d21f4ae484_***_Dimitrios Vougas
author Steve Cook
Dimitrios Vougas
author2 Steve Cook
Dimitrios Vougas
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container_title Statistics & Probability Letters
container_volume 70
container_issue 3
container_start_page 175
publishDate 2004
institution Swansea University
issn 0167-7152
doi_str_mv 10.1016/j.spl.2004.10.001
college_str Faculty of Humanities and Social Sciences
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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 2004-12-31T03:07:50Z
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