The following pages link to Neil Manning (Q1927550):
Displayed 4 items.
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
- Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857) (← links)
- Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)