Modified Quasi-Likelihood Ratio Test for Regime Switching
- 期刊名称Japanese Economic Review
- 作者Kasahara, Hiroyuki; Okimoto, Tatsuyoshi; Shimotsu, Katsumi
- 卷第65卷
- 期第1期
- 印刷ISSN1352-4739
- 文件大小303.02KB
- 发表时间2014-03
- DOI10.1111/jere.12027
- 页码25-41
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