Misspecified Structural Change, Threshold, and Markov-switching models

Journal of Econometrics

Volumn 109, Issue 2, 2002, Pages 239-273

  Carrasco, Marine ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Asymptotic theory; Hypothesis testing; Nonlinear models; Nuisance parameter

Indexed keywords

ASYMPTOTIC STABILITY; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR SYSTEMS; PERTURBATION TECHNIQUES; TIME SERIES ANALYSIS;

ASYMPTOTIC THEORY; HYPOTHESIS TESTING;

FINANCE;

EID: 0346724444     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00112-4     Document Type: Article

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