Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Transition Variables in the Markov-switching Model: Some Small Sample Properties

Erlandsson, Ulf LU (2005) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
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}},
}