Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634)
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scientific article; zbMATH DE number 2229233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests |
scientific article; zbMATH DE number 2229233 |
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Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (English)
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15 November 2005
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unit roots
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Markov chains
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Monte Carlo simulation
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structural breaks
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outliers
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tables
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