Pages that link to "Item:Q2859517"
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The following pages link to Testing for regime switching: a comment (Q2859517):
Displaying 11 items.
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- A note on testing regime switching assumption based on recurrence times (Q1041700) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Testing for two components in a switching regression model (Q2445609) (← links)
- Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
- Markov regime-switching tests: asymptotic critical values (Q2870571) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- Likelihood Ratio-Based Tests for Markov Regime Switching (Q5022577) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
- Markov-Switching Three-Pass Regression Filter (Q6626302) (← links)