Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output

✍ Scribed by Patrick J. Coe

• Book ID: 105856061
• Publisher: Springer-Verlag
• Year: 2002
• Tongue: English
• Weight: 64 KB
• Volume: 27
• Category: Article
• ISSN: 0377-7332
• DOI: 10.1007/s001810100098