Markov Regime-Switching Tests: Asymptotic Critical Values Andrew V. Carter Department of Statistics University of California, Santa Barbara Douglas G. Steigerwald - Douglas v. California - Document - PDFSEARCH.IO

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	Markov Regime-Switching Tests: Asymptotic Critical Values Andrew V. Carter Department of Statistics University of California, Santa Barbara Douglas G. Steigerwald Add to Reading List Document Date: 2011-11-28 13:55:11 Open Document File Size: 230,36 KB Share Result on Facebook Currency pence / / / Facility Economics University of California Santa Barbara August / We bridge / Statistics University of California / / Organization Economics University of California Santa Barbara / University of California / Santa Barbara Douglas G. Steigerwald Department / / Person Lam / Andrew V. Carter / Mark / Douglas G. Steigerwald / / Position researcher / numeric approximation Corresponding author / / ProgrammingLanguage R / / ProvinceOrState California / / Technology simulation / / SocialTag Estimation theory Statistical theory Hypothesis testing Likelihood-ratio test Maximum likelihood Normal distribution Null hypothesis Multivariate normal distribution Gaussian process Statistics

Markov Regime-Switching Tests: Asymptotic Critical Values Andrew V. Carter Department of Statistics University of California, Santa Barbara Douglas G. SteigerwaldAdd to Reading List