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Hypothesis Testing for Markov Switching Models
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Also known as
English
MSTest
Hypothesis Testing for Markov Switching Models
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instance of
R package
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last update
31 January 2023
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author
Gabriel Rodriguez Rondon
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Jean-marie Dufour
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maintained by
Gabriel Rodriguez Rondon
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copyright license
GNU General Public License
edition/version
≥ 3
(English)
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imports
stats
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rlang
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nloptr
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Rcpp
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numDeriv
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lmf
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foreach
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GenSA
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pso
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GA
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cites work
The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp
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Optimal Test for Markov Switching Parameters
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Identification-robust moment-based tests for Markov switching in autoregressive models
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programmed in
R
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depends on software
R
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MaRDI profile type
MaRDI software profile
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software version identifier
0.1.0
publication date
19 October 2022
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0.1.1
publication date
31 January 2023
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Identifiers
CRAN project
MSTest
end time
31 January 2023
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Mathematics
(1 entry)
mardi
Software:78595
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