Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

From MaRDI portal
Publication:1973429

DOI10.1016/S0304-4076(99)00050-0zbMath1054.62577MaRDI QIDQ1973429

Valentina Corradi, Halbert White, Norman R. Swanson

Publication date: 2000

Published in: Journal of Econometrics (Search for Journal in Brave)




Related Items (13)



Cites Work


This page was built for publication: Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes