Two misspecification tests for the simple switching regressions disequilibrium model

DOI10.1016/0165-1765(86)90094-7zbMath1328.62612OpenAlexW2003463023MaRDI QIDQ899891

Vassilis Argyrou Hajivassiliou

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d07/d0792.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: hypothesis testing (62M02)

Cites Work

• Unnamed Item
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Estimation in a disequilibrium model and the value of information
• Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
• Econometric disequilibrium models^∗
• The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
• Specification Tests in Econometrics

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