Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Year of publication: |
1998
|
---|---|
Authors: | Psaradakis, Zacharias G. |
Other Persons: | Sola, Martin (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 86.1998, 2, p. 369-386
|
Subject: | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Theorie | Theory |
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