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

Erlandsson, Ulf LU (2005) In Working Papers, Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
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 Universtiy
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
2009-04-20 12:27:25
date last changed
2016-04-16 08:44:33
@misc{186fd06f-35ac-47fd-b905-83afea7e7649,
  author       = {Erlandsson, Ulf},
  keyword      = {regime switching,transition probability,small-sample},
  language     = {eng},
  note         = {Working Paper},
  number       = {25},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Transition Variables in the Markov-switching Model: Some Small Sample Properties},
  year         = {2005},
}