The following pages link to Testing for Regime Switching (Q5443638):
Displayed 26 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- A new approach to model regime switching (Q341901) (← links)
- Robust bent line regression (Q514183) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- A note on testing regime switching assumption based on recurrence times (Q1041700) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Likelihood inference in some finite mixture models (Q2451803) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
- Markov Regime-Switching Tests: Asymptotic Critical Values (Q2870571) (← links)
- Higher-Order Approximations for Testing Neglected Nonlinearity (Q2885091) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
- TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES (Q3195009) (← links)
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS (Q4569586) (← links)
- DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
- Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments (Q6079712) (← links)
- Evaluating forecast performance with state dependence (Q6090570) (← links)