Testing for Regime Switching
Work
Year: 2007
Type: article
Abstract: We analyze use of a quasi-likelihood ratio statistic for a mixture model to test the null hypothesis of one regime versus the alternative of two regimes in a Markov regime-switching context. This test... more
Source: Econometrica
Authors Jin Seo Cho, Halbert White
Cites: 70
Cited by: 147
Related to: 10
FWCI: 6.349
Citation percentile (by year/subfield): 100
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze