Title of article
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
Author/Authors
Zacharias Psaradakis، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2002
Pages
9
From page
101
To page
109
Keywords
Structural change , Non-stationarity , Markov chain , Unit-root test
Journal title
Statistics and Probability Letters
Serial Year
2002
Journal title
Statistics and Probability Letters
Record number
139817
Link To Document