Breunig, RobertStegman, Alison2003-11-122004-05-192011-01-052004-05-192011-01-0520030217-5908http://hdl.handle.net/1885/40413http://digitalcollections.anu.edu.au/handle/1885/40413We examine a Markov Switching model of Singaporean GDP using a combination of formal moment-based tests and informal graphical tests. The tests confirm that the Markov Switching model fits the data better than a linear, autoregressive alternative. The methods are extended to allow us to identify precisely which features of the data are better captured by the non-linear model. The methods described here allow model selection to be related to the intended use of the model.188994 bytes360 bytesapplication/pdfapplication/octet-streamen-AUMarkov Switching Modelsspecification testingnonparametric estimationmoment testsTesting for regime switching in Singaporean business cycles10.1142/S02175908050018342015-12-11