Markov Regime-Switching Tests: Asymptotic Critical Values
| Year of publication: |
2011-08-12
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|---|---|
| Authors: | Steigerwald, Douglas ; Carter, Andrew |
| Institutions: | Department of Economics, University of California-Santa Barbara (UCSB) |
| Subject: | Social and Behavioral Sciences | mixture model | regime switching | numeric approximation |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Departmental Working Papers |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010677997