Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:08, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts |
scientific article |
Statements
Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (English)
0 references
9 March 2009
0 references
Markov level shifts
0 references
unit root test
0 references
multiple level shifts
0 references
size
0 references
power
0 references
