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Volumn 57, Issue 1, 2002, Pages 101-109

On the asymptotic behaviour of unit-root tests in the presence of a Markov trend

Author keywords

Markov chain; Non stationary; Structural change; Unit root test

Indexed keywords


EID: 0036507456     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00063-9     Document Type: Article
Times cited : (3)

References (14)
  • 1
    • 0003407041 scopus 로고
    • Convergence of Probability Measures
    • Wiley, New York
    • (1968)
    • Billingsley, P.1
  • 4
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • (1989) Econometrics , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 9
    • 0001575698 scopus 로고    scopus 로고
    • Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
    • (1996) Rev. Economics Stud , vol.63 , pp. 435-463
    • Perron, P.1    Ng, S.2
  • 11
    • 0037522899 scopus 로고    scopus 로고
    • Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
    • (2001) J. Time Ser. Anal , vol.22 , pp. 577-594
    • Psaradakis, Z.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.