Markov level shifts and the unit-root hypothesis

DOI10.1111/1368-423X.00064zbMath1051.91084OpenAlexW2103736324MaRDI QIDQ4549736

Zacharias Psaradakis

Publication date: 2001

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00064

zbMATH Keywords

hypothesis testing, level shift, Markov chain, structural change, unit root

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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