Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP

Bruce Hansen ()

No 296., Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: This note corrects an error in Hansen, Journal of Applied Econometrics (1992)

Keywords: Identification; non-linear models (search for similar items in EconPapers)
JEL-codes: C12 C22 (search for similar items in EconPapers)
Pages: 7 pages
Date: 1995-03
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Published, Journal of Applied Econometrics, 1996, 11:195-198.

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Related works:
Journal Article: Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:296

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