mclike

This function computes the sum of the likelihood.

internal

Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez Rondon & Dufour (2024) <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2024_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20241015.pdf> that can be used to identify the number of regimes in Markov switching models.

Gabriel Rodriguez Rondon

MSTest

Hypothesis Testing for Markov Switching Models

Jean-Marie Dufour

mclike function

<dl><dt>th</dt>
<dd>vector of parameter values.</dd>
<dt>HLR_opt_ls</dt>
<dd>List with model properties and test controls defined in <code>HLRTest()</code>.</dd></dl>

Arguments

Sum of likelihood used by HLRTest() — mclike

<dl>

<dt>th</dt>
<dd>vector of parameter values.</dd>


<dt>HLR_opt_ls</dt>
<dd>List with model properties and test controls defined in <code>HLRTest()</code>.</dd>

</dl>

mclike: Sum of likelihood used by `HLRTest()`

Description

Usage

Value

Arguments