A Goodness Of Fit Test For Ergodic Markov Processes
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- 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.
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Keywords
Specification test; goodness of fit; Markov processes.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2011-10-22 (Confederation of Independent States)
- NEP-ECM-2011-10-22 (Econometrics)
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