مرکز منطقه ای اطلاع رساني علوم و فناوري - Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts Original Research Article

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 :

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

Link To Document :