Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
type: Item
instance of: scholarly article
title: Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
zbMATH Open document ID: 1054.62577
DOI: 10.1016/S0304-4076(99)00050-0
author: Valentina Corradi
author: Norman R. Swanson
author: Halbert White
published in: Journal of Econometrics
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1437073
zbMATH Keywords: Cointegration
zbMATH Keywords: Linear stochastic comovement
zbMATH Keywords: Markov processes
zbMATH Keywords: Nonlinearities
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1437073