Likelihood ratio-based tests for Markov regime switching
Zhongjun Qu and Fan Zhuo
| Year of publication: |
2021
|
|---|---|
| Authors: | Qu, Zhongjun ; Zhuo, Fan |
| Subject: | Hypothesis testing | Likelihood ratio | Markov switching | Nonlinearity | Markov-Kette | Markov chain | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/restud/rdaa035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504689