Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Patrick J. Coe
| Year of publication: |
2002
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|---|---|
| Authors: | Coe, Patrick J. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 27.2002, 2, p. 395-401
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| Subject: | Bruttoinlandsprodukt | Gross domestic product | Statistischer Test | Statistical test | Markov-Kette | Markov chain | Statistische Methode | Statistical method | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Empirical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001655659