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Markov level shifts and the unit-root hypothesis

Psaradakis, Zacharias

Markov level shifts and the unit-root hypothesis J5708 2001 - 2001 - 225-241 V. 04 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Hypothesis testing;Level shift;Markov chain;Structural change;Unit root;

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