Power properties of nonlinearity tests for time series with Markov regimes
Year of publication: |
2002 ; [Elektronische Ressource]
|
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Other Persons: | Psaradakis, Zacharias G. (contributor) ; Spagnolo, Nicola (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 6.2002, 3
|
Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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