Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804)
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scientific article; zbMATH DE number 7672041
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| English | Robust and efficient specification tests in Markov-switching autoregressive models |
scientific article; zbMATH DE number 7672041 |
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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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