Specification testing in Markov-switching time-series models

Journal of Econometrics

Volumn 70, Issue 1, 1996, Pages 127-157

  Hamilton, James D ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Markov switching models; Regime switching models; Specification tests

Indexed keywords

EID: 0000043291     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(69)41686-9     Document Type: Article

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