Asymptotics for unit root tests under Markov regime-switching
Giuseppe Cavaliere
| Year of publication: |
2003
|
|---|---|
| Authors: | Cavaliere, Giuseppe |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 6.2003, 1, p. 193-216
|
| Subject: | Einheitswurzeltest | Unit root test | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001781055