Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- 31 May 2000
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 96 (1), 39-73
- https://doi.org/10.1016/s0304-4076(99)00050-0
Abstract
No abstract availableThis publication has 29 references indexed in Scilit:
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