Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis

Fabio Spagnolo; Zacharias Psaradakis; Martin Sola

Year of publication:	2000
Authors:	Spagnolo, Fabio ; Psaradakis, Zacharias G. ; Sola, Martin
Publisher:	London : Birkbeck College, Univ. of London
Subject:	regime switching model \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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