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"On Joint Determination of the Number of States and the Number of Variables ..."

Thatphong Awirothananon, Wai-Kong (Adrian) Cheung (2009)

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DOI: 10.1080/03610910903121982

access: closed

type: Journal Article

metadata version: 2023-09-30

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Thatphong Awirothananon, Wai-Kong (Adrian) Cheung:
On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study. Commun. Stat. Simul. Comput. 38(8): 1757-1788 (2009)

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