Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Year of publication: |
1996
|
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Authors: | Psaradakis, Zacharias G. ; Sola, Martin |
Publisher: |
London |
Subject: | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
Extent: | 15, [9] S |
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Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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