On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study (Q3652720)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study |
scientific article |
Statements
On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study (English)
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16 December 2009
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information criteria
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Markov-switching model
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Monte Carlo
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