Likelihood ratio test and information criteria for Markov switching var models : an application to the Italian macroeconomy
Maddalena Cavicchioli
| Year of publication: |
2015
|
|---|---|
| Authors: | Cavicchioli, Maddalena |
| Published in: |
Italian economic journal. - Cham : Springer, ISSN 2199-322X, ZDB-ID 2779243-2. - Vol. 1.2015, 3, p. 315-332
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| Subject: | Markov-switching | VAR models | Filtering | Smoothing | MLELR tests | Information criteria | Italian economy | VAR-Modell | VAR model | Italien | Italy | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistischer Test | Statistical test |
| 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://ebvufind01.dmz1.zbw.eu/10011544821