Testing for Regime Switching
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Publication:5443638
DOI10.1111/j.1468-0262.2007.00809.xzbMath1129.62072OpenAlexW2142482685MaRDI QIDQ5443638
Publication date: 21 February 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1468-0262.2007.00809.x
likelihood ratio statisticmixture modelMarkov regime switchingnull distributioncartel stabilitybound for critical values
Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Markov processes: hypothesis testing (62M02)
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