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 journal › Article › peer-review

9 Citations (Scopus)

Original language	English
Pages (from-to)	1757-1788
Number of pages	32
Journal	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Volume	38
Issue number	8
Publication status	Published - 2009

Cite this

@article{29c33036c8374f5dbd4c248bedf67618,

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

author = "Thatphong Awirothananon and Cheung, {Adrian Wai}",

year = "2009",

language = "English",

volume = "38",

pages = "1757--1788",

journal = "COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION",

issn = "0361-0918",

publisher = "Taylor & Francis",

number = "8",

}

TY - JOUR

T1 - On joint determination of the number of states and the number of variables in markov-switching models: A monte carlo study

AU - Awirothananon, Thatphong

AU - Cheung, Adrian Wai

PY - 2009

Y1 - 2009

M3 - Article

SN - 0361-0918

VL - 38

SP - 1757

EP - 1788

JO - COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

JF - COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

IS - 8

ER -