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REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS - MaRDI portal

REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413)

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English
REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS
scientific article

    Statements

    title
    REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (English)
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    author
    Giuseppe Cavaliere
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    Iliyan Georgiev
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    publication date
    11 June 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62P20
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    62M07
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    zbMATH DE Number
    5564031
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    OpenAlex ID
    W2020305852
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