Pages that link to "Item:Q734468"
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The following pages link to Testing for linearity in Markov switching models: a bootstrap approach (Q734468):
Displaying 8 items.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods. (Q1427756) (← links)
- OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
- Testing for a Markov-Switching Mean in Serially Correlated Data (Q4561858) (← links)
- Granger-causality in Markov switching models (Q5130215) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- On stochastic dynamic modeling of incidence data (Q6590285) (← links)