Testing for linearity in Markov switching models: a bootstrap approach (Q734468)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for linearity in Markov switching models: a bootstrap approach |
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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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