Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.

Cook, Steven

Journal of Applied Mathematics (2002)

  • Volume: 2, Issue: 5, page 233-240
  • ISSN: 1110-757X

How to cite

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Cook, Steven. "Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.." Journal of Applied Mathematics 2.5 (2002): 233-240. <http://eudml.org/doc/53040>.

@article{Cook2002,
author = {Cook, Steven},
journal = {Journal of Applied Mathematics},
language = {eng},
number = {5},
pages = {233-240},
publisher = {Hindawi Publishing Corporation, New York},
title = {Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.},
url = {http://eudml.org/doc/53040},
volume = {2},
year = {2002},
}

TY - JOUR
AU - Cook, Steven
TI - Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.
JO - Journal of Applied Mathematics
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 2
IS - 5
SP - 233
EP - 240
LA - eng
UR - http://eudml.org/doc/53040
ER -

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