Asymptotic null distribution of the likelihood ratio test in Markov switching models
by René Garcia
| Year of publication: |
1998
|
|---|---|
| Authors: | Garcia, René |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 39.1998, 3, p. 763-788
|
| Subject: | Statistische Methodenlehre | Statistical theory | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001247662