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Unit root testing against an ST–MTAR alternative: finite-sample properties and an application to the UK housing market

Steve Cook Orcid Logo, Dimitrios Vougas

Applied Economics, Volume: 41, Issue: 11, Pages: 1397 - 1404

Swansea University Author: Steve Cook Orcid Logo

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Published in: Applied Economics
ISSN: 0003-6846 1466-4283
Published: 2009
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URI: https://cronfa.swan.ac.uk/Record/cronfa6657
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College: Faculty of Humanities and Social Sciences
Issue: 11
Start Page: 1397
End Page: 1404