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Volumn 75, Issue 9, 2005, Pages 709-729

Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests

Author keywords

Markov chains; Monte Carlo simulation; Outliers; Structural breaks; Units roots

Indexed keywords


EID: 31444435816     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650412331299111     Document Type: Article
Times cited : (6)

References (30)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.