Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Year of publication: |
2000
|
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Authors: | Spagnolo, Fabio ; Psaradakis, Zacharias G. ; Sola, Martin |
Publisher: |
London : Birkbeck College, Univ. of London |
Subject: | regime switching model | Markov-Kette | Markov chain | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 18 S graph. Darst |
---|---|
Series: | Discussion papers in economics. - London, ZDB-ID 865433-5. - Vol. 2000,26 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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