• Title of article

    Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts Original Research Article

  • Author/Authors

    Daiki Maki، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    7
  • From page
    1754
  • To page
    1760
  • Keywords
    Markov level shifts , Unit root test , Multiple level shifts , size , Power
  • Journal title
    Mathematics and Computers in Simulation
  • Serial Year
    2009
  • Journal title
    Mathematics and Computers in Simulation
  • Record number

    854662