Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Valentina Corradi, Norman R. Swanson, Halbert White
| Year of publication: |
2000
|
|---|---|
| Authors: | Corradi, Valentina ; Swanson, Norman R. ; White, Halbert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 96.2000, 1, p. 39-73
|
| Subject: | Markov-Kette | Markov chain | Kointegration | Cointegration | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001466743