Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
Year of publication: |
2007
|
---|---|
Authors: | Psaradakis, Zacharias ; Spagnolo, Nicola |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 6.2007, 3, p. 1091-1091
|
Publisher: |
Berkeley Electronic Press |
Subject: | Markov chain | Monte Carlo simulation | nonlinearity tests | regime switching |
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