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Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate mod...
For Markov regime-switching models, testing for the possible presence ofmore than one regime require...
Abstract: Modelling the growth rate of economic time series with a Markov switching process in their...
I characterize the local power of an optimal test for a Markov Switching model under generalized alt...
This paper proposes a class of optimal tests for the constancy of parameters in random coe ¢ cients ...
When testing for Markov switching in mean or intercept of an autoregressive process, it is important...
We propose a new test for the stability of parameters in a Markov switching model where regime chang...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
Abstract: Empirical research with Markov regime-switching models often requires the researcher not ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
For Markov regime-switching models, a nonstandard test statistic must be used to test for the possib...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The dissertation consists of two essays on several topics in econometrics and financial economics. C...
Markov switching models are a popular family of models that introduces time-variation in the paramet...
We propose a new test for fixed unit root against Markov switching unit root models. The testing pro...
Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate mod...
For Markov regime-switching models, testing for the possible presence ofmore than one regime require...
Abstract: Modelling the growth rate of economic time series with a Markov switching process in their...
I characterize the local power of an optimal test for a Markov Switching model under generalized alt...
This paper proposes a class of optimal tests for the constancy of parameters in random coe ¢ cients ...
When testing for Markov switching in mean or intercept of an autoregressive process, it is important...
We propose a new test for the stability of parameters in a Markov switching model where regime chang...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
Abstract: Empirical research with Markov regime-switching models often requires the researcher not ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
For Markov regime-switching models, a nonstandard test statistic must be used to test for the possib...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The dissertation consists of two essays on several topics in econometrics and financial economics. C...
Markov switching models are a popular family of models that introduces time-variation in the paramet...
We propose a new test for fixed unit root against Markov switching unit root models. The testing pro...
Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate mod...
For Markov regime-switching models, testing for the possible presence ofmore than one regime require...
Abstract: Modelling the growth rate of economic time series with a Markov switching process in their...