Optimal test for Markov switching parameters
Year of publication: |
2014
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Authors: | Carrasco, Marine ; Hu, Liang ; Ploberger, Werner |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 82.2014, 2, p. 765-784
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Subject: | Information matrix test | optimal test | Markov switching model | Neyman-Pearson lemma | random coefficients model | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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