Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804): Difference between revisions

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Revision as of 20:25, 31 July 2024

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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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