A Goodness Of Fit Test For Ergodic Markov Processes
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Other versions of this item:
- Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011. "A Goodness of Fit Test for Ergodic Markov Processes," ANU Working Papers in Economics and Econometrics 2011-557, Australian National University, College of Business and Economics, School of Economics.
References listed on IDEAS
- John Stachurski & Vance Martin, 2008.
"Computing the Distributions of Economic Models via Simulation,"
Econometric Society, vol. 76(2), pages 443-450, March.
- John Stachurski, 2005. "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series 949, The University of Melbourne.
- John Stachurski & University of Melbourne, 2006. "Computing the Distributions of Economic Models via Simulation," Computing in Economics and Finance 2006 185, Society for Computational Economics.
- John Stachurski, 2006. "Computing the Distributions of Economic Models Via Simulation," KIER Working Papers 615, Kyoto University, Institute of Economic Research.
- Nishimura, Kazuo & Stachurski, John, 2005. "Stability of stochastic optimal growth models: a new approach," Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
- Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005. "A test for model specification of diffusion processes," MPRA Paper 11976, University Library of Munich, Germany, revised Feb 2007.
More about this item
KeywordsSpecification test; goodness of fit; Markov processes.;
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