Testing for a Markov-switching mean in serially correlated data
James Morley and Zohra Rabah
| Year of publication: |
2014
|
|---|---|
| Authors: | Morley, James C. ; Rabah, Zohra |
| Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 85-97
|
| Subject: | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test | Bayes-Statistik | Bayesian inference | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Bruttoinlandsprodukt | Gross domestic product | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011406761