Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218)
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scientific article; zbMATH DE number 5526331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts |
scientific article; zbMATH DE number 5526331 |
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Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (English)
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9 March 2009
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Markov level shifts
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unit root test
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multiple level shifts
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size
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power
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