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Unit Root Tests in the Presence of Markov Regime-Switching

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  • Charles Nelson
  • Jeremy Piger
  • Eric Zivot

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  • Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics.
  • Handle: RePEc:udb:wpaper:0040
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    Cited by:

    1. Kim, Chang-Jin & Piger, Jeremy, 2002. "Common stochastic trends, common cycles, and asymmetry in economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1189-1211, September.

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