Markov Regime-Switching Tests: Asymptotic Critical Values
Year of publication: |
2013
|
---|---|
Authors: | Carter, Andrew V. ; Steigerwald, Douglas G. |
Published in: |
Journal of Econometric Methods. - De Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 2.2013, 1, p. 25-34
|
Publisher: |
De Gruyter |
Subject: | mean reversion | mixture models | numeric approximation | regime switching |
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