Markov level shifts and the unit-root hypothesis (Q4549736)
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scientific article; zbMATH DE number 1790619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov level shifts and the unit-root hypothesis |
scientific article; zbMATH DE number 1790619 |
Statements
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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