Finite-sample properties of the bootstrap estimator in a Markov-switching model

INIS

• markov process 100%
• size 100%
• approximations 100%
• simulation 50%
• distribution 50%
• monte carlo method 50%
• maximum-likelihood fit 50%
• asymptotic solutions 50%

Economics, Econometrics and Finance

• Estimation Theory 100%
• Sample Size 100%
• Monte Carlo Simulation 100%
• Switching Regression Model 100%

Mathematics

• Samples 100%
• Bootstrapping 100%
• Approximation 33%
• Maximum Likelihood 33%
• Smaller Sample 33%
• Regression Model 33%
• Monte Carlo Simulation 33%