Simulation estimation of dynamic switching regression and dynamic disequilibrium models - Some Monte Carlo results

Journal of Econometrics

Volumn 78, Issue 2, 1997, Pages 179-204

  Lee, Lung Fei ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Disequilibrium model; Dynamic switching model; Markov switching model; Regime classification; Simulated likelihood

Indexed keywords

EID: 0000827736     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(96)00007-3     Document Type: Article

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