Markov level shifts and the unit-root hypothesis (Q4549736): Difference between revisions

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Latest revision as of 11:17, 30 July 2024

scientific article; zbMATH DE number 1790619
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English
Markov level shifts and the unit-root hypothesis
scientific article; zbMATH DE number 1790619

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    Markov level shifts and the unit-root hypothesis (English)
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    2001
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    hypothesis testing, level shift, Markov chain, structural change, unit root
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