Markov Regime-Switching and Unit Root Tests

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SSRN Electronic Journal 2000

Markov Regime-Switching and Unit Root Tests

Nelson, Charles R., Piger, Jeremy M., Zivot, Eric
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Year:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.248028
File:
PDF, 94 KB
english, 2000
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