Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
| Year of publication: |
1998
|
|---|---|
| Authors: | Psaradakis, Zacharias ; Sola, Martin |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 86.1998, 2, p. 369-386
|
| Publisher: |
Elsevier |