Journal article 1388 views
On the finite-sample size distortion of smooth transition unit root tests
Steve Cook 
,
Dimitrios Vougas
,
Dimitrios Vougas
Statistics & Probability Letters, Volume: 70, Issue: 3, Start page: 175
Swansea University Authors:
Steve Cook , Dimitrios Vougas
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.spl.2004.10.001
Abstract
On the finite-sample size distortion of smooth transition unit root tests
| Published in: | Statistics & Probability Letters |
|---|---|
| ISSN: | 0167-7152 |
| Published: |
2004
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa2159 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| first_indexed |
2013-07-23T11:50:36Z |
|---|---|
| last_indexed |
2018-02-09T04:30:20Z |
| id |
cronfa2159 |
| recordtype |
SURis |
| fullrecord |
<?xml version="1.0"?><rfc1807><datestamp>2011-10-01T00:00:00.0000000</datestamp><bib-version>v2</bib-version><id>2159</id><entry>2011-10-01</entry><title>On the finite-sample size distortion of smooth transition unit root tests</title><swanseaauthors><author><sid>fce851eab28f6d8126d9bcd88250c6d5</sid><ORCID>0000-0002-1820-8390</ORCID><firstname>Steve</firstname><surname>Cook</surname><name>Steve Cook</name><active>true</active><ethesisStudent>false</ethesisStudent></author><author><sid>d057ef5cd8db135ddadde1d21f4ae484</sid><firstname>Dimitrios</firstname><surname>Vougas</surname><name>Dimitrios Vougas</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2011-10-01</date><deptcode>ECON</deptcode><abstract></abstract><type>Journal Article</type><journal>Statistics & Probability Letters</journal><volume>70</volume><journalNumber>3</journalNumber><paginationStart>175</paginationStart><paginationEnd/><publisher/><placeOfPublication/><issnPrint>0167-7152</issnPrint><issnElectronic/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2004</publishedYear><publishedDate>2004-12-31</publishedDate><doi>10.1016/j.spl.2004.10.001</doi><url/><notes/><college>COLLEGE NANME</college><department>Economics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>ECON</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2011-10-01T00:00:00.0000000</lastEdited><Created>2011-10-01T00:00:00.0000000</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Steve</firstname><surname>Cook</surname><orcid>0000-0002-1820-8390</orcid><order>1</order></author><author><firstname>Dimitrios</firstname><surname>Vougas</surname><order>2</order></author></authors><documents/><OutputDurs/></rfc1807> |
| 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 |
| format |
Journal article |
| 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 |
| 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 |
| document_store_str |
0 |
| active_str |
0 |
| published_date |
2004-12-31T03:05:18Z |
| _version_ |
1763749625974489088 |
| score |
11.035349 |