approx_dist_loop {MSTest}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.


[Package MSTest version 0.1.5 Index]