Optimal test for Markov switching parameters
by marine Carrasco, Liang Hu, and Werner Ploberger
| Year of publication: |
2014
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|---|---|
| Authors: | Carrasco, Marine ; Hu, Liang ; Ploberger, Werner |
| Published in: |
Econometrica : journal of the Econometric Society, an international 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. 82.2014, 2, p. 765-784
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| Subject: | Information matrix test | optimal test | Markov switching model | Neyman-Pearson lemma | random coefficients model | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010404431