Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Zacharias Psaradakis and Martin Sola

Journal of Econometrics, 1998, vol. 86, issue 2, 369-386

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:86:y:1998:i:2:p:369-386

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