Access Statistics for Sam Astill

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap test for additive outliers in non-stationary time series 1 2 2 16 1 2 7 44
Robust and Powerful Tests for Nonlinear Deterministic Components 0 1 2 5 1 2 12 20
Robust tests for a linear trend with an application to equity indices 0 1 4 8 0 5 17 29
Total Journal Articles 1 4 8 29 2 9 36 93


Statistics updated 2017-06-02