Markov regime-switching and unit root tests
Year of publication: |
2000
|
---|---|
Authors: | Nelson, Charles R. ; Piger, Jeremy ; Zivot, Eric |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Time-series analysis | Business cycles |
-
Narayan, Paresh, (2010)
-
An analogue model of phase-averaging procedures
Campos, Julia, (1987)
-
Effects of the Hodrick-Prescott filter on integrated time series
Cogley, Timothy, (1991)
- More ...
-
Markov regime switching and unit-root tests
Nelson, Charles R., (2001)
-
Markov regime switching and unit root tests
Nelson, Charles R., (2001)
-
Markov regime-switching and unit root tests
Nelson, Charles R., (2000)
- More ...