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Unit Root Tests in the Presence of Markov Regime-Switching

Listed author(s):
  • Charles Nelson
  • Jeremy Piger
  • Eric Zivot

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File URL: http://www.econ.washington.edu/user/ezivot/papers/npz.pdf
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Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number 0040.

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Date of creation: May 1999
Handle: RePEc:fth:washer:0040
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