Do rice prices follow a random walk? Evidence from Markov switching unit root tests for Asian markets
Author:
Affiliation:
1. Department of Economics; University of Waikato; Hamilton New Zealand
2. South Texas Economic Development Center; Texas A&M University; Corpus Christi TX 78412 USA
Publisher
Wiley
Subject
Economics and Econometrics,Agronomy and Crop Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/agec.12265/fullpdf
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4. Markov-switching stochastic trends and economic fluctuations;Camacho;J. Econ. Dyn. Control.,2005
5. Markov-switching models and the unit-root hypothesis in real U.S;Camacho;GDP. Econ. Lett.,2011
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