MSTest

MaRDI QIDQ78595CRANFDO

Authors Gabriel Rodriguez Rondon, Jean-marie Dufour

Last update 31 January 2023

Copyright license GNU General Public License

Software version identifier 0.1.0, 0.1.1

Cites work

• Identification-robust moment-based tests for Markov switching in autoregressive models
• Optimal Test for Markov Switching Parameters
• The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

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