Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation

B. Tan and Kamil Yilmaz ()

Working Papers from Koc University

Abstract: This paper presents a complete framework for testing procedure based on statistical theory of Markov chains.

Keywords: TESTS; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C12 C15 C22 (search for similar items in EconPapers)
Pages: 31 pages
Date: 1999
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Journal Article: Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:kocuni:99/03

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