Pages that link to "Item:Q4615860"

The following pages link to Optimal Test for Markov Switching Parameters (Q4615860):

Displaying 10 items.

• Gaussian mixture vector autoregression (Q75584) (← links)
• Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
• Evaluating forecast performance with state dependence (Q6090570) (← links)