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

By Valentina Corradi, Norman R. Swanson, Halbert White. 2000

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/29d5b7c0a5aa57995f038c4151e54e3ef79ec35f