Modified quasi-likelihood ratio test for regime switching
by Hiroyuki Kasahara, Tatsuyoshi Okimoto and Katsumi Shimotsu
| Year of publication: |
2014
|
|---|---|
| Authors: | Kasahara, Hiroyuki ; Okimoto, Tatsuyoshi ; Shimotsu, Katsumi |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 65.2014, 1, p. 25-41
|
| Subject: | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory |
| 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://www.econbiz.de/10010425091