Asymptotics for unit root tests under Markov regime‐switching (Q4439305)
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scientific article; zbMATH DE number 2016631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for unit root tests under Markov regime‐switching |
scientific article; zbMATH DE number 2016631 |
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Asymptotics for unit root tests under Markov regime‐switching (English)
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17 March 2004
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Markov-switching
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unit roots
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structural change
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