Neil Manning

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Lag optimisation and finite-sample size distortion of unit root tests
Economics Letters
2013-01-01Paper
Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
Journal of Statistical Computation and Simulation
2005-11-15Paper
Size distortion of asymmetric unit root tests in the presence of level shifts
Journal of Statistical Computation and Simulation
2005-05-09Paper
The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks
Communications in Statistics. Simulation and Computation
2005-01-17Paper


Research outcomes over time


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