Optimal test for Markov switching
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- Marine Carrasco & Liang Hu, 2004. "Optimal test for Markov switching," Econometric Society 2004 North American Summer Meetings 396, Econometric Society.
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More about this item
Keywordseconometrics; speculative bubbles; Markov switching; test;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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