Pages that link to "Item:Q5022577"
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The following pages link to Likelihood Ratio-Based Tests for Markov Regime Switching (Q5022577):
Displaying 10 items.
- Recession-specific recoveries: \(L\)'s, \(U\)'s and everything in between (Q824023) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- Markov regime-switching tests: asymptotic critical values (Q2870571) (← links)
- Evaluating Specification Tests for Markov-Switching Time-Series Models (Q3552842) (← links)
- Evaluating forecast performance with state dependence (Q6090570) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)