MMC_bounds {MSTest} | R Documentation |
MMC nuisance parameter bounds
Description
This function is used to determine the lower and upper bounds for the MMC LRT parameter search.
Usage
MMC_bounds(mdl_h0, con)
Arguments
mdl_h0 |
List with restricted model properties. |
con |
List with control options provided to MMC LRT procedure. |
Value
List with theta_low
, vector of parameter lower bounds, and theta_upp
, vector of parameter upper bounds.
References
Rodriguez-Rondon, Gabriel and Jean-Marie Dufour. 2022. "Simulation-Based Inference for Markov Switching Models” JSM Proceedings, Business and Economic Statistics Section: American Statistical Association.
Rodriguez-Rondon, Gabriel and Jean-Marie Dufour. 2024. “Monte Carlo Likelihood Ratio Tests for Markov Switching Models.” Unpublished manuscript.
[Package MSTest version 0.1.5 Index]