Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models
Year of publication: |
2017
|
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Authors: | Dufour, Jean-Marie |
Other Persons: | Luger, Richard (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Theorie | Theory | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2891810 [DOI] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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