Evaluating Specification Tests for Markov-Switching Time-Series Models (Q3552842): Difference between revisions
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Latest revision as of 11:38, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating Specification Tests for Markov-Switching Time-Series Models |
scientific article |
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Evaluating Specification Tests for Markov-Switching Time-Series Models (English)
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22 April 2010
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Markov regime switching
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Lagrange multipliers
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specification tests
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autocorrelations
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ARCH
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