Testing for Regime Switching (Q5443638)
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scientific article; zbMATH DE number 5237866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Regime Switching |
scientific article; zbMATH DE number 5237866 |
Statements
Testing for Regime Switching (English)
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21 February 2008
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Markov regime switching
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mixture model
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likelihood ratio statistic
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null distribution
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bound for critical values
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cartel stability
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