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Unit Root Tests in the Presence of Markov Regime-Switching

  • 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 University of Washington, Department of Economics in its series Working Papers with number 0040.

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Date of creation: May 1999
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Handle: RePEc:udb:wpaper:0040
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  28. Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992. "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 271-87, July.
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