approx_dist_loop: Loop for 'approxDistDL'
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
approx_dist_loop R Documentation
Loop for approxDistDL
Description
This function performs the loop in required in approxDistDL.
Usage
approx_dist_loop(SN2)
Arguments
SN2
A (T x 4) matrix of test-statistics.
Value
The test statistics from simulated data. Used for NLS to get params needed to combine p-values.
References
Dufour, J. M., & Luger, R. 2017. "Identification-robust moment-based
tests for Markov switching in autoregressive models." Econometric Reviews, 36(6-9), 713-727.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| approx_dist_loop | R Documentation |
Loop for approxDistDL
Description
This function performs the loop in required in approxDistDL.
Usage
approx_dist_loop(SN2)
Arguments
SN2 |
A ( |
Value
The test statistics from simulated data. Used for NLS to get params needed to combine p-values.
References
Dufour, J. M., & Luger, R. 2017. "Identification-robust moment-based tests for Markov switching in autoregressive models." Econometric Reviews, 36(6-9), 713-727.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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