Can the SupLR test discriminate between different switching
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KeywordsSwitching Models; SETAR processes SupLR test; Empirical power; exchange rates;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-12 (All new papers)
- NEP-ECM-2005-11-12 (Econometrics)
- NEP-ETS-2005-11-12 (Econometric Time Series)
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