Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870)
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| English | Asymptotic properties of the maximum likelihood estimator in regime switching econometric models |
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Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (English)
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29 April 2019
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asymptotic distribution
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autoregressive conditional heteroscedasticity
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maximum likelihood estimator
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Markov regime switching
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0.9109843
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0.9080174
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0.88886946
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0.88643837
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