Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
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Publication:1362495
DOI10.1016/S0304-4076(96)00007-3zbMath0900.62656OpenAlexW4249293021MaRDI QIDQ1362495
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(96)00007-3
Markov switching modelsimulated likelihooddisequilibrium modeldynamic switching modelregime classification
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