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Identification-robust moment-based tests for Markov-switching in autoregressive models  Cover Image E-book E-book

Identification-robust moment-based tests for Markov-switching in autoregressive models

Dufour, Jean-Marie. (Added Author). Luger, Richard. (Added Author). Canadian Electronic Library (Firm) (distributor.).

Record details

  • Physical Description: remote
    1 online resource (22 pages).
  • Publisher: Québec, QC, CA: Centre de recherche sur les risques les enjeux économiques et les politiques publiques, 2017.

Content descriptions

General Note:
Issued as part of the desLibris documents collection.
Restrictions on Access Note:
Access restricted to authorized users and institutions.
Type of Computer File or Data Note:
Electronic monograph in PDF format.
System Details Note:
Mode of access: World Wide Web.
Subject: Analysis
Autoregressive model
Bootstrapping (statistics)
Errors and residuals
Likelihood function
Markov chain
Mathematics
Mixture distribution
Normal distribution
Null hypothesis
Bootstrap
Likelihood function
Markov chain
P-value
P-values
Sample size
Science and technology
Science and technology -- Mathematics
Science and technology -- Social sciences -- Economics
Skewness
Statistics
Tests
Variance
Genre: Electronic books

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