keyword Phillips-Peron test. / (1 Article)
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Writer : Mohammadi Larijani، Marzieh ؛ Pahlevannezhad، Ali ؛ Pourrafiee، Mahdi ؛ Pourmohammad Azizi، S. M. Esmaeil ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (10 page(s) - From 49 to 58 )
Keywords:Markov regime switchingMarkov random regime switching modelDickey-Fuller testPhillips-Peron test.