Testing for regime switching: a comment (Q2859517)

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scientific article; zbMATH DE number 6224041
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Testing for regime switching: a comment
scientific article; zbMATH DE number 6224041

    Statements

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    8 November 2013
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    consistent
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    Markov regime-switching
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    quasi-maximum likelihood
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    Testing for regime switching: a comment (English)
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