A likelihood ratio test for stationarity of rating transitions
| Year of publication: |
2010
|
|---|---|
| Authors: | Weißbach, Rafael ; Walter, Ronja |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 155.2010, 2, p. 188-195
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