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 ( |
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]