Testing the null hypothesis of no regime switching with an application to GDP growth rates
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- Vadim Marmer, 2008. "Testing the null hypothesis of no regime switching with an application to GDP growth rates," Empirical Economics, Springer, vol. 35(1), pages 101-122, August.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lee, Hwa-Taek & Yoon, Gawon, 2007. "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers 2007-24, Christian-Albrechts-University of Kiel, Department of Economics.
- Angang Hu & Jie Lu & Zhengyan Xiao, 2011. "Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 157-181, May.
- Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
- Jie Lu & Angang Hu & Yilong Yan, 2012. "Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model," China Agricultural Economic Review, Emerald Group Publishing, vol. 4(1), pages 52-68, January.
More about this item
Keywordsregime switching; LM tests; GMM; matching methods; GDP growth rates;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-14 (All new papers)
- NEP-ECM-2009-11-14 (Econometrics)
- NEP-ETS-2009-11-14 (Econometric Time Series)
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