Testing for regime switching
Year of publication: |
2007
|
---|---|
Authors: | Cho, Jin Seo ; White, Halbert |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 75.2007, 6, p. 1671-1720
|
Subject: | Statistischer Test | Statistical test | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Theorie | Theory |
-
A correction function approach to solve the incidental parameter problem
Li, Guangjie, (2009)
-
The dynamic relationship between stock, bond and foreign exchange markets
Kal, Süleyman Hilmi, (2015)
-
Specification tests based on MCMC output
Li, Yong, (2018)
- More ...
-
Testing for unobserved heterogeneity in exponential and Weibull duration models
Cho, Jin Seo, (2010)
-
Generalized runs tests for the IID hypothesis
Cho, Jin Seo, (2011)
-
CHO, JIN SEO, (2014)
- More ...