Testing for regime switching

Econometrica

Volumn 75, Issue 6, 2007, Pages 1671-1720

  Cho, Jin Seo ^a   White, Halbert ^b  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bounds for critical values; Cartel stability; Likelihood ratio statistic; Markov regime switching; Mixture model; Null distribution

Indexed keywords

EID: 35448939330     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2007.00809.x     Document Type: Article

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