Markov regime-switching tests: asymptotic critical values
type: Item
instance of: scholarly article
zbMATH Open document ID: 1279.62168
author: Andrew V. Carter
author: Douglas G. Steigerwald
published in: Journal of Econometric Methods
publication date: 2014-01-21T00:00:00Z
full work available at URL: 5rn986z6
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62H30
zbMATH DE Number: 6248112
zbMATH Keywords: mean reversion
zbMATH Keywords: mixture models
zbMATH Keywords: numeric approximation
zbMATH Keywords: regime switching
MaRDI profile type: Publication
OpenAlex ID: W2110601812
cites work: Testing for regime switching: a comment
cites work: Testing for Regime Switching
cites work: Q5369143
cites work: Q5626055
DOI: 10.1515/JEM-2012-0001
title: Markov regime-switching tests: asymptotic critical values
description: scientific article; zbMATH DE number 6248112