Journal article 1284 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
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa2159 |
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2018-02-09T04:30:20Z |
| id |
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| fullrecord |
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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 |
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fce851eab28f6d8126d9bcd88250c6d5 d057ef5cd8db135ddadde1d21f4ae484 |
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fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook d057ef5cd8db135ddadde1d21f4ae484_***_Dimitrios Vougas |
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Steve Cook Dimitrios Vougas |
| author2 |
Steve Cook Dimitrios Vougas |
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Journal article |
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Statistics & Probability Letters |
| container_volume |
70 |
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3 |
| container_start_page |
175 |
| publishDate |
2004 |
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Swansea University |
| issn |
0167-7152 |
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10.1016/j.spl.2004.10.001 |
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Faculty of Humanities and Social Sciences |
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| published_date |
2004-12-31T03:05:18Z |
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11.019224 |