Evaluating specification tests for Markov-switching time-series models (Q3552842)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5697502
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Evaluating specification tests for Markov-switching time-series models |
scientific article; zbMATH DE number 5697502 |
Statements
Evaluating Specification Tests for Markov-Switching Time-Series Models (English)
0 references
22 April 2010
0 references
Markov regime switching
0 references
Lagrange multipliers
0 references
specification tests
0 references
autocorrelations
0 references
ARCH
0 references
0 references
0.9039015173912048
0 references
0.7857779860496521
0 references
0.7829329371452332
0 references
0.7825149893760681
0 references
0.7720687389373779
0 references
