Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output

Empirical Economics

Volumn 27, Issue 2, 2002, Pages 395-401

  Coe, Patrick J ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Markov switching model; Power of sup LR test

Indexed keywords

BUSINESS CYCLE; ECONOMIC GROWTH; MARKOV CHAIN; TESTING METHOD;

UNITED STATES;

EID: 0036524629     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100098     Document Type: Article

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