A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms
Tolga Omay, Aysegul Corakci
| Year of publication: |
2024
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|---|---|
| Authors: | Omay, Tolga ; Corakci, Aysegul |
| Subject: | Markov switching model | Optimization algorithm | Unit root | Einheitswurzeltest | Unit root test | Markov-Kette | Markov chain | Theorie | Theory | Algorithmus | Algorithm | Zeitreihenanalyse | Time series analysis | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10501-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143959