Transition Variables in the Markov-switching Model: Some Small Sample Properties
(2005) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387400
- author
- Erlandsson, Ulf LU
- organization
- publishing date
- 2005
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- regime switching, transition probability, small-sample
- in
- Working Papers, Department of Economics, Lund University
- issue
- 25
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- 186fd06f-35ac-47fd-b905-83afea7e7649 (old id 1387400)
- alternative location
- http://swopec.hhs.se/lunewp/abs/lunewp2005_025.htm
- date added to LUP
- 2016-04-04 11:04:19
- date last changed
- 2018-11-21 21:02:29
@misc{186fd06f-35ac-47fd-b905-83afea7e7649, author = {{Erlandsson, Ulf}}, keywords = {{regime switching; transition probability; small-sample}}, language = {{eng}}, note = {{Working Paper}}, number = {{25}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers, Department of Economics, Lund University}}, title = {{Transition Variables in the Markov-switching Model: Some Small Sample Properties}}, url = {{https://lup.lub.lu.se/search/files/5687718/2061450}}, year = {{2005}}, }