Journal article 1471 views
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values
Steve Cook 
Applied Economics Letters, Volume: 23, Issue: 5, Pages: 318 - 323
Swansea University Author:
Steve Cook
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/13504851.2015.1071467
Abstract
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values
| Published in: | Applied Economics Letters |
|---|---|
| ISSN: | 1350-4851 1466-4291 |
| Published: |
2016
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa24993 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
5 |
| Start Page: |
318 |
| End Page: |
323 |