Evaluating Specification Tests for Markov-Switching Time-Series Models (Q3552842): Difference between revisions

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+Generalised residuals
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+Normal rank
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Analysis of time series subject to changes in regime
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+Specification testing in Markov-switching time-series models
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Dynamic linear models with Markov-switching
@@ Property / cites work: Dynamic linear models with Markov-switching / rank @@
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Remarks on a Multivariate Transformation
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+Diagnostic testing and evaluation of maximum likelihood models
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