Markov Regime Switching and Unit-Root Tests
| Year of publication: |
2001
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|---|---|
| Authors: | Nelson, Charles R. ; Piger, Jeremy ; Zivot, Eric |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 19.2001, 4, p. 404-415
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