Testing for a Markov-switching mean in serially correlated data (Q4561858)
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scientific article; zbMATH DE number 6993292
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| English | Testing for a Markov-switching mean in serially correlated data |
scientific article; zbMATH DE number 6993292 |
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Testing for a Markov-Switching Mean in Serially Correlated Data (English)
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13 December 2018
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nonlinearity tests
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autoregressive processes
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Markov switching
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parametric bootstrap
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real GDP dynamics
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0.8191136717796326
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0.8171846866607666
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0.8111868500709534
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0.7932569980621338
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0.7756966352462769
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