Optimal test for Markov switching
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More about this item
KeywordsAsymptotics; speculative bubbles; Markov switching; optimal test; random coefficient models.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2004-08-16 (Econometrics)
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