The Non- and Semiparametric Analysis of MS Models: Some Applications

Youwei Li, Bas Donkers and Bertrand Melenberg ()

No 2006-95, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Microscopic simulation models; Probability density function; Spectral density function; Memory parameters (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (5)

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Working Paper: The Non- and Semiparametric Analysis of MS Models: Some Applications (2006)
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