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Volumn 57, Issue 1, 2002, Pages 101-109
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On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
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Author keywords
Markov chain; Non stationary; Structural change; Unit root test
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Indexed keywords
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EID: 0036507456
PISSN: 01677152
EISSN: None
Source Type: Journal
DOI: 10.1016/S0167-7152(02)00063-9 Document Type: Article |
Times cited : (3)
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References (14)
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