Two misspecification tests for the simple switching regressions disequilibrium model

DOI10.1016/0165-1765(86)90094-7zbMATH Open1328.62612OpenAlexW2003463023MaRDI QIDQ899891FDOQ899891

Authors: Vassilis Argyrou Hajivassiliou 

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d07/d0792.pdf

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: hypothesis testing (62M02)

Cites Work

• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Specification Tests in Econometrics
• Title not available (Why is that?)
• Estimation in a disequilibrium model and the value of information
• Econometric disequilibrium models^∗
• Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium

Cited In (4)

• Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
• Title not available (Why is that?)
• Testing for two components in a switching regression model
• A simple and effective misspecification test for the double-hurdle model

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