On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models

Zacharias Psaradakis and Nicola Spagnolo

No 83, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Markov switching; model selection (search for similar items in EconPapers)
JEL-codes: C5 (search for similar items in EconPapers)
Date: 2002-07-01
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Citations: View citations in EconPapers (6)

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Journal Article: ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS (2003)
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