Testing for linearity in Markov switching models: a bootstrap approach (Q734468)
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scientific article; zbMATH DE number 5614357
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| English | Testing for linearity in Markov switching models: a bootstrap approach |
scientific article; zbMATH DE number 5614357 |
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Testing for linearity in Markov switching models: a bootstrap approach (English)
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13 October 2009
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Markov switching autoregressive model
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bootstrap
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nuisance parameter
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Monte Carlo simulation
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0.8191136717796326
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0.8018752336502075
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0.7937433123588562
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0.7893025875091553
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0.7824335694313049
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