Testing for a Markov-switching mean in serially correlated data
Year of publication: |
2014
|
---|---|
Authors: | Morley, James C. ; Rabah, Zohra |
Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 85-97
|
Subject: | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test | Bayes-Statistik | Bayesian inference | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Bruttoinlandsprodukt | Gross domestic product | USA | United States |
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