Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646)
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scientific article; zbMATH DE number 1342873
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| English | Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching |
scientific article; zbMATH DE number 1342873 |
Statements
Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (English)
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13 June 2000
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finite-sample distribution
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Markov-switching model
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regime shifts
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tables
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maximum likelihood estimator
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times series
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0.8467563986778259
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0.8310553431510925
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0.8104811906814575
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0.7991674542427063
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0.7978922724723816
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