Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes

Valentina Corradi, Norman R. Swanson and Halbert White

Journal of Econometrics, 2000, vol. 96, issue 1, 39-73

Date: 2000
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Working Paper: Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:96:y:2000:i:1:p:39-73

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