Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /

Những quyển sách tương tự

• Testing for seasonal unit roots in periodic integrated autoregressive processes /
  Bỡi: Castro, Tomas Del Barrio.
• Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /
  Bỡi: Seo, Myung Hwan.
• Bootstrap unit root tests for time series with nonstationary volatility /
  Bỡi: Cavaliere, Giuseppe.
• Telephone switching systems
  Bỡi: Richard A. Thompson
  Được phát hành: (2000)
• Admissible and nonadmissible tests in unit-root-like situations /
  Bỡi: Ploberger, Werner.