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
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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: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa24993 |
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2015-12-09T01:56:45Z |
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2018-02-09T05:05:20Z |
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2016-10-19T13:08:43.6869669 v2 24993 2015-12-08 Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2015-12-08 ECON Journal Article Applied Economics Letters 23 5 318 323 1350-4851 1466-4291 31 12 2016 2016-12-31 10.1080/13504851.2015.1071467 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2016-10-19T13:08:43.6869669 2015-12-08T17:34:18.6486647 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 |
| title |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values |
| spellingShingle |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values Steve Cook |
| title_short |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values |
| title_full |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values |
| title_fullStr |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values |
| title_full_unstemmed |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values |
| title_sort |
Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values |
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fce851eab28f6d8126d9bcd88250c6d5 |
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Steve Cook |
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Steve Cook |
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Journal article |
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Applied Economics Letters |
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23 |
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5 |
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318 |
| publishDate |
2016 |
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Swansea University |
| issn |
1350-4851 1466-4291 |
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10.1080/13504851.2015.1071467 |
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2016-12-31T03:29:43Z |
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