Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Zacharias Psaradakis and Martin Sola
| Year of publication: |
1996
|
|---|---|
| Authors: | Psaradakis, Zacharias G. ; Sola, Martin |
| Publisher: |
London : Centre for Economic Forecasting |
| Subject: | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Markov-Kette | Markov chain | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| Extent: | 15 S |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 11-96 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 13 - 15 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000593179