Testing for linearity in Markov switching models: a bootstrap approach
| Year of publication: |
2009
|
|---|---|
| Authors: | Sanzo, Silvestro Di |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 18.2009, 2, p. 153-168
|
| Publisher: |
Springer |
| Subject: | Markov switching autoregressive model | Bootstrap | Nuisance parameter | Monte Carlo simulation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004995412