Asymptotic null distribution of the likelihood ratio test in Markov switching models

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Author(s)

Journal

  • Int. Econ. Rev.

    Int. Econ. Rev. 39, 763-788, 1998

Cited by:  2

Codes

  • NII Article ID (NAID)
    30020235631
  • Article Type
    Journal Article
  • Data Source
    CJPref 
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