Markov-switiching model selection using Kullback-Leibler divergence
Year of publication: |
2006
|
---|---|
Authors: | Smith, Aaron D. ; Naik, Prasad A. ; Tsai, Chih-Ling |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 134.2006, 2, p. 553-577
|
Subject: | Markov-Kette | Markov chain | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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