Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods. (Q1427756)
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scientific article; zbMATH DE number 2055936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods. |
scientific article; zbMATH DE number 2055936 |
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Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods. (English)
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14 March 2004
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Markov-switching models
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Nonparametric estimation
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Simulation methods
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