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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
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