Title of article
On the finite-sample size distortion of smooth transition unit root tests
Author/Authors
Steven Cook، نويسنده , , Dimitrios Vougas، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2004
Pages
8
From page
175
To page
182
Keywords
Unit roots , Structural change , Smooth transitions
Journal title
Statistics and Probability Letters
Serial Year
2004
Journal title
Statistics and Probability Letters
Record number
140403
Link To Document