Testing for linearity in Markov switching models: A bootstrap approach

Statistical Methods and Applications

Volumn 18, Issue 2, 2009, Pages 153-168

  Di Sanzo, Silvestro ^a  

^a Prometeia G Marconi   (Italy)

Author keywords

Bootstrap; Markov switching autoregressive model; Monte Carlo simulation; Nuisance parameter

Indexed keywords

EID: 65949108596     PISSN: 16182510     EISSN: 1613981X     Source Type: Journal    
DOI: 10.1007/s10260-007-0080-6     Document Type: Article

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