Modified Quasi-Likelihood Ratio Test for Regime Switching

Japanese Economic Review

Volumn 65, Issue 1, 2014, Pages 25-41

  Kasahara, Hiroyuki ^a   Okimoto, Tatsuyoshi ^b   Shimotsu, Katsumi ^c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b HITOTSUBASHI UNIVERSITY   (Japan)

^c UNIVERSITY OF TOKYO   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84894251736     PISSN: 13524739     EISSN: 14685876     Source Type: Journal    
DOI: 10.1111/jere.12027     Document Type: Article

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