Asymptotics for unit root tests under Markov regime‐switching
Author:
Affiliation:
1. Department of Statistical Sciences, University of Bologna Via Belle Arti 41, 40126 Bologna, Italy cavalier@stat.unibo.it
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/6/1/193/25966378/ectj0193.pdf
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4. Testing the unit root hypothesis using generalized rescaled range statistics;Cavaliere;Econometrics Journal,2001
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