Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804): Difference between revisions
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English | Robust and efficient specification tests in Markov-switching autoregressive models |
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Robust and efficient specification tests in Markov-switching autoregressive models (English)
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4 April 2023
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Markov-switching model
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Lagrange multiplier test
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Bartlett identity
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