MSTest

CRANMSTestMaRDI QIDQ78595

Hypothesis Testing for Markov Switching Models

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

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

This page was built for software: MSTest