Specification testing in Markov-switching time-series models
| Year of publication: |
1996
|
|---|---|
| Authors: | Hamilton, James D. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 70.1996, 1, p. 127-157
|
| Publisher: |
Elsevier |