Author: Steven Cook Neil Manning
Publisher: Taylor & Francis Ltd
ISSN: 0094-9655
Source: Journal of Statistical Computation and Simulation, Vol.74, Iss.11, 2004-11, pp. : 811-819
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Unit root tests and dramatic shifts with infinite variance processes
By Martins Luis
Journal of Applied Statistics, Vol. 36, Iss. 5, 2009-05 ,pp. :
A comparison of alternative unit root tests
Journal of Applied Statistics, Vol. 32, Iss. 1, 2005-01 ,pp. :
Effect of neglected deterministic seasonality on unit root tests
By Demetrescu Matei Hassler Uwe
Statistical Papers, Vol. 48, Iss. 3, 2007-09 ,pp. :