Markov Regime-Switching Tests: Asymptotic Critical Values

Douglas Steigerwald and Andrew Carter

University of California at Santa Barbara, Economics Working Paper Series from Department of Economics, UC Santa Barbara

Keywords: Social and Behavioral Sciences; mixture model; regime switching; numeric approximation (search for similar items in EconPapers)
Date: 2011-08-12
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (6)

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Journal Article: Markov Regime-Switching Tests: Asymptotic Critical Values (2013)
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