Some simple techniques for assessing Markov-Switching Models

Breunig, RobertPagan, Adrian2003-08-262004-05-192011-01-052004-05-192011-01-052001http://hdl.handle.net/1885/40366http://digitalcollections.anu.edu.au/handle/1885/40366Not available1277238 bytes352 bytesapplication/pdfapplication/octet-streamen-AUMarkov switching modelsassessingtesting methodsapplicationsSome simple techniques for assessing Markov-Switching Models2001