Robust and efficient specification tests in Markov-switching autoregressive models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11203-022-09277-5.pdf
Reference71 articles.
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4. Bartlett MS (1953) Approximate confidence intervals. II. More than one unknown parameter. Biometrika 40(3–4):306–317
5. Beaudry P, Koop G (1993) Do recessions permanently change output? J Monet Econ 31(2):149–163
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