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The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp - MaRDI portal

The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (Q78590)

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The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp
scientific article

    Statements

    volume
    7
    0 references
    issue
    S1
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    page(s)
    S61-S82
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    publication date
    December 1992
    0 references
    author
    B. E. Hansen
    0 references
     
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