Likelihood Ratio-Based Tests for Markov Regime Switching

DOI10.1093/restud/rdaa035zbMath1481.91150OpenAlexW3123591177MaRDI QIDQ5022577

Fan Zhuo, Zhongjun Qu

Publication date: 19 January 2022

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://people.bu.edu/qu/MS/MS.pdf

zbMATH Keywords

hypothesis testinglikelihood rationonlinearityMarkov switching

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

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