Sign inSubmit
Tips: “quotes” for a phrase · author:Lee · a DOI goes straight to its article
Author

Adrian Wai-Kong Cheung

Curtin University, Australia
1 article in our journals

Articles where this person is an author, newest first. People are matched by their name as printed (no ORCID iD is recorded for them), not by name alone; search the name as text to find namesakes too.

Research ArticleOpen accessLAG SELECTION OF THE AUGMENTED KAPETANIOS-SHIN-SNELL NONLINEAR UNIT ROOT TESTJen-Je Su, Adrian Wai-Kong Cheung, Eduardo RocaWe provide simulation evidence that shed light on several size and power issues in relation to lag selection of the augmented (nonlinear) KSS test. Two lag selection approaches are considered-the Modified AIC (MAIC) approach and a sequential General to Specific (GS) testing approach Either one of these approaches can be used to select the optimal lag based on either the … …Journal of Mathematics and Statistics, Vol. 9, Issue 2 · 4 May 2013 · 7,877 accessesView PDFCite