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Regimewechselmodelle
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Regimewechselmodelle, insbesondere Schwellen- und Markov-Modelle, stehen seit Anfang der 90er Jahre im Zentrum zahlreicher konometrischer Untersuchungen. Frieder Knpling stellt die wichtigsten Eigenschaften dieser Modelltypen aus statistischer und konometrischer Sicht dar und erlutert die relevanten Schtz-, Test- und Prognoseverfahren. Dabei geht der Autor auf die Weiterentwicklung der Testtheorie ein und prsentiert neue Anstze und Simulationen der relevanten Teststatistiken.
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