Modified Quasi-Likelihood Ratio Test for Regime Switching

Kasahara, Hiroyuki; Okimoto, Tatsuyoshi; Shimotsu, Katsumi

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Modified Quasi-Likelihood Ratio Test for Regime Switching

Date

2014

Authors

Kasahara, Hiroyuki

Okimoto, Tatsuyoshi

Shimotsu, Katsumi

Publisher

Blackwell Publishing Ltd

URI

http://hdl.handle.net/1885/29793

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Open Access Research

Source

Japanese Economic Review

Type

Journal article

DOI

10.1111/jere.12027

Restricted until

2037-12-31

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01_Kasahara_Modified_Quasi-Likelihood_2014.pdf (303.02 KB)

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Modified Quasi-Likelihood Ratio Test for Regime Switching

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