"Do Markov-switching models capture nonlinearities in the data?: Tests ..."

Robert V. Breunig, Adrian R. Pagan (2004)

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DOI: 10.1016/S0378-4754(03)00106-X

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type: Journal Article

metadata version: 2020-10-26

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Robert V. Breunig, Adrian R. Pagan:
Do Markov-switching models capture nonlinearities in the data?: Tests using nonparametric methods. Math. Comput. Simul. 64(3-4): 401-407 (2004)

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