Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models

Arie Preminger and David Wettstein (wettstn@bgu.ac.il)

No 1811, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2005-01-01
Note: In : Journal of Time Series Analysis, 26(5), 715-741, 2005.
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Journal Article: Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (2005)
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