The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP

Authors
B.E. Hansen
Citation
B.E. Hansen, The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP, Journal of applied econometrics, 7(SU), 1992, pp. 61
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
SU
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:SU<61:TLRTUN>2.0.ZU;2-Y