Pages that link to "Item:Q4549736"
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The following pages link to Markov level shifts and the unit-root hypothesis (Q4549736):
Displayed 4 items.
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
- Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)