مرکز منطقه ای اطلاع رساني علوم و فناوري - On the finite-sample size distortion of smooth transition unit root tests

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 :

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 :