Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models.
| Year of publication: |
1995
|
|---|---|
| Authors: | Garcia, R. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | ECONOMIC MODELS | ECONOMIC THEORY | TESTS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 48 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005353102