Obtaining Critical Values for Test of Markov Regime Switching
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- Valerie K. Bostwick & Douglas G. Steigerwald, 2014. "Obtaining critical values for test of Markov regime switching," Stata Journal, StataCorp LP, vol. 14(3), pages 481-498, September.
References listed on IDEAS
- Andrew V. Carter & Douglas G. Steigerwald, 2012.
"Testing for Regime Switching: A Comment,"
Econometric Society, vol. 80(4), pages 1809-1812, July.
- Carter, Andrew V & Steigerwald, Douglas G, 2010. "Testing for Regime Switching: A Comment," University of California at Santa Barbara, Economics Working Paper Series qt5079q9dc, Department of Economics, UC Santa Barbara.
- Bloom, David E & Canning, David & Sevilla, Jaypee, 2003. "Geography and Poverty Traps," Journal of Economic Growth, Springer, vol. 8(4), pages 355-378, December.
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KeywordsSocial and Behavioral Sciences; mixture model; regime switching; multiple equilibria;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-ECM-2012-11-11 (Econometrics)
- NEP-ORE-2012-11-11 (Operations Research)
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