Asymptotics for Unit Root Tests Under Markov Regime-Switching
Cavaliere, Giuseppe
Asymptotics for Unit Root Tests Under Markov Regime-Switching J5085 2003 - 2003 - 193-216 V. 06 Issue. 1
Econometrics
Markov switching;Unit roots;Structural change;
Asymptotics for Unit Root Tests Under Markov Regime-Switching J5085 2003 - 2003 - 193-216 V. 06 Issue. 1
Econometrics
Markov switching;Unit roots;Structural change;