Testing for regime switching : a comment
Year of publication: |
2012
|
---|---|
Authors: | Carter, Andrew V. ; Steigerwald, Douglas G. |
Other Persons: | Cho, Jin Seo (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 4, p. 1809-1812
|
Subject: | Theorie | Theory | Statistischer Test | Statistical test | Markov-Kette | Markov chain |
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