empirical distribution function. The motivation for this research comes from a recent stream of literature in energy economics … regime-switching). The test is based on the Kolmogorov-Smirnov supremum-distance statistic and the concept of the weighted …

concept of the weighted empirical distribution function. We apply the proposed scheme to test whether a 2-state Markov regime …

–Smirnov supremum-distance statistic and the concept of the weighted empirical distribution function. The motivation for this research …