On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045)

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scientific article; zbMATH DE number 1796720
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On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
scientific article; zbMATH DE number 1796720

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    On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (English)
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    5 September 2002
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    Markov chains
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    nonstationarity
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    structural change
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    unit-root tests
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