Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models
| Authors: | PREMINGER, Arie ; WETTSTEIN, David |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Time Series Analysis, 26(5), 715-741, 2005. Number 1811 |
| Other identifiers: | 10.1111/j.1467-9892.2005.00443.x [DOI] |
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Persistent link: https://www.econbiz.de/10010695316