Goodness-of-fit testing for the marginal distribution of regime-switching models
Year of publication: |
2011-07-09
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Authors: | Janczura, Joanna ; Weron, Rafal |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Regime-switching | marginal distribution | goodness-of-fit | weighted empirical distribution function | Kolmogorov-Smirnov test |
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