Markov Regime Switching and Unit-Root Tests

Charles R Nelson, Jeremy Piger, Eric Zivot

Open source

DOI: 10.1198/07350010152596655
Published: 2001-10
Container: Journal of Business & Economic Statistics
Publisher: Informa UK Limited
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1198/07350010152596655,
  title = {Markov Regime Switching and Unit-Root Tests},
  author = {Charles R Nelson and Jeremy Piger and Eric Zivot},
  year = {2001},
  journal = {Journal of Business \&amp; Economic Statistics},
  doi = {10.1198/07350010152596655},
  url = {https://doi.org/10.1198/07350010152596655}
}

RIS

TY  - JOUR
TI  - Markov Regime Switching and Unit-Root Tests
AU  - Charles R Nelson
AU  - Jeremy Piger
AU  - Eric Zivot
PY  - 2001
JO  - Journal of Business &amp; Economic Statistics
DO  - 10.1198/07350010152596655
UR  - https://doi.org/10.1198/07350010152596655
ER  -

APA

Nelson, C. R., Piger, J., & Zivot, E. (2001). Markov Regime Switching and Unit-Root Tests. Journal of Business & Economic Statistics. https://doi.org/10.1198/07350010152596655

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crossref · retrieved 2026-09-26T11:00:12.959Z