Pages that link to "Item:Q1613045"
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The following pages link to On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045):
Displaying 4 items.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift (Q3402963) (← links)
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)