Testing for linearity in Markov switching models: a bootstrap approach (Q734468)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for linearity in Markov switching models: a bootstrap approach |
scientific article; zbMATH DE number 5614357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for linearity in Markov switching models: a bootstrap approach |
scientific article; zbMATH DE number 5614357 |
Statements
Testing for linearity in Markov switching models: a bootstrap approach (English)
0 references
13 October 2009
0 references
Markov switching autoregressive model
0 references
bootstrap
0 references
nuisance parameter
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
