{
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  "Title": "Hypothesis Testing for Markov Switching Models",
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  "Authors@R": "c(person(given = \"Gabriel\",\nfamily = \"Rodriguez Rondon\",\nrole = c(\"cre\",\"aut\"),\nemail = \"gabriel.rodriguezrondon@mail.mcgill.ca\",\ncomment = c(ORCID = \"0009-0005-3769-9921\")),\nperson(given = \"Jean-Marie\",\nfamily = \"Dufour\",\nrole = c(\"aut\"),\nemail = \"jean-marie.dufour@mcgill.ca\"))",
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  "Description": "Implementation of hypothesis testing procedures described\nin Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, &\nPloberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017)\n<doi:10.1080/07474938.2017.1307548>, and Rodriguez Rondon &\nDufour (2024)\n<https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2025_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20251014.pdf>\nthat can be used to identify the number of regimes in Markov\nswitching models.",
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