Title:

Regime-Switching Autoregressive Coefficients and the Asymptotics for Unit Root Tests

Authors:

Giuseppe Cavaliere (U Bologna)
Iliyan Georgiev (U Nova)

Journal:

Econometric Theory

Year:

2008

Volume:

24

Pages:

1137-1148

JEL codes:

C22 - Time-Series Models
C32 - Time-Series Models