Open AccessIdentification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models
Author(s) -
JeanMarie Dufour,
Richard Luger
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3149111
Subject(s) - autoregressive model , moment (physics) , identification (biology) , markov chain , econometrics , computer science , statistics , mathematics , physics , biology , botany , classical mechanics
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