Testing for linearity in Markov switching models: a bootstrap approach

Silvestro Di Sanzo

Statistical Methods & Applications, 2009, vol. 18, issue 2, 153-168

Keywords: Markov switching autoregressive model; Bootstrap; Nuisance parameter; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (22)

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DOI: 10.1007/s10260-007-0080-6

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