On joint determination of the number of states and the number of variables in markov-switching models: A monte carlo study

Thatphong Awirothananon, Adrian Wai Cheung

Research output: Contribution to journalArticle

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)1757-1788
Number of pages32
JournalCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Volume38
Issue number8
Publication statusPublished - 2009

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