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Testing for Regime Switching - MaRDI portal

Testing for Regime Switching (Q5443638)

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scientific article; zbMATH DE number 5237866
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English
Testing for Regime Switching
scientific article; zbMATH DE number 5237866

    Statements

    title
    Testing for Regime Switching (English)
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    author
    Jin Seo Cho
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    Halbert White
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    published in
    Econometrica
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    publication date
    21 February 2008
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    zbMATH Keywords
    Markov regime switching
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    mixture model
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    likelihood ratio statistic
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    null distribution
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    bound for critical values
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    cartel stability
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    Identifiers

    Mathematics Subject Classification ID
    62M02
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    62P20
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    65C05
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    zbMATH DE Number
    5237866
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    OpenAlex ID
    W2142482685
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