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

Ulf Erlandsson

Research output: Working paper/Preprint › Working paper

27 Downloads (Pure)

Original language	English
Publisher	Department of Economics, Lund University
Publication status	Published - 2005

Name	Working Papers, Department of Economics, Lund University
No.	25

Subject classification (UKÄ)

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PY - 2005

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KW - transition probability

KW - small-sample

M3 - Working paper

T3 - Working Papers, Department of Economics, Lund University

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

PB - Department of Economics, Lund University

ER -