Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645)
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scientific article; zbMATH DE number 7538214
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| English | Identification-robust moment-based tests for Markov switching in autoregressive models |
scientific article; zbMATH DE number 7538214 |
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Identification-robust moment-based tests for Markov switching in autoregressive models (English)
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8 June 2022
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exact inference
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Markov chains
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Monte Carlo tests
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mixture distributions
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parametric bootstrap
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regime switching
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0.8281469941139221
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0.8200389742851257
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0.8199411034584045
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0.7975326180458069
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0.7952588796615601
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