مرکز منطقه ای اطلاع رساني علوم و فناوري - On the asymptotic behaviour of unit-root tests in the presence of a Markov trend

Title of article :

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

Author/Authors :

Zacharias Psaradakis، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

101

To page :

109

Keywords :

Structural change , Non-stationarity , Markov chain , Unit-root test

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139817

Link To Document :