Testing for a Markov-Switching Mean in Serially Correlated Data (Q4561858): Difference between revisions
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| Property / cites work: What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study / rank | |||
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| Property / cites work: A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP / rank | |||
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| Property / cites work: Testing for linearity in Markov switching models: a bootstrap approach / rank | |||
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| Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank | |||
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| Property / cites work: Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis / rank | |||
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Latest revision as of 15:47, 17 July 2024
scientific article; zbMATH DE number 6993292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a Markov-Switching Mean in Serially Correlated Data |
scientific article; zbMATH DE number 6993292 |
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Testing for a Markov-Switching Mean in Serially Correlated Data (English)
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13 December 2018
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nonlinearity tests
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autoregressive processes
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Markov switching
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parametric bootstrap
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real GDP dynamics
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