REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE...

Econometric Theory 2008 / 8 Vol. 24; Iss. 4

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

Cavaliere, Giuseppe, Georgiev, Iliyan
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466608080572
Date:
August, 2008
File:
PDF, 130 KB
english, 2008
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