Do Markov-switching Models Capture Nonlinearities in the Data? Test Using Nonparametric Methods

Citation

Breunig, R & Pagan, A 2004, 'Do Markov-switching Models Capture Nonlinearities in the Data? Test Using Nonparametric Methods', Mathematics and Computers in Simulation, vol. 64, pp. 401-407.

Year

2004

Field of Research

  • Panel Data Analysis

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