Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results

Lung-Fei Lee ()

Journal of Econometrics, 1997, vol. 78, issue 2, pages 179-184

Date: 1997

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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:78:y:1997:i:2:p:179-184

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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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