On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of unit-root tests in the presence of a Markov trend |
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On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (English)
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5 September 2002
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Markov chains
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nonstationarity
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structural change
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unit-root tests
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