Unit Root Tests With Markov-Switching
Year of publication: |
2005-11-11
|
---|---|
Authors: | Qin, Xiao ; Tan, Gee Kwang Randolph |
Institutions: | Society for Computational Economics - SCE |
Subject: | unit root | bootstrap | Markov-Switching |
-
Testing the unit root hypothesis against the logistic smooth transition autoregressive model
Eklund, Bruno, (2003)
-
A nonlinear alternative to the unit root hypothesis
Eklund, Bruno, (2003)
-
Testing the unit root hypothesis against the logistic smooth transition autoregressive model
Eklund, Bruno, (2003)
- More ...
-
Bubbles, Can We Spot Them? Crashes, Can We Predict Them?
Tan, Gee Kwang Randolph, (2005)
-
Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles
Xiao, Qin, (2007)
-
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering
Andreou, Elena, (2006)
- More ...