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Specification testing of Markov switching models

Breunig, Robert; Najarian, S; Pagan, Adrian

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dc.contributor.authorBreunig, Robert
dc.contributor.authorNajarian, S
dc.contributor.authorPagan, Adrian
dc.date.accessioned2003-08-25
dc.date.accessioned2004-05-19T11:57:27Z
dc.date.accessioned2011-01-05T08:37:23Z
dc.date.available2004-05-19T11:57:27Z
dc.date.available2011-01-05T08:37:23Z
dc.date.created2003
dc.identifier.issn0305-9049
dc.identifier.urihttp://hdl.handle.net/1885/40696
dc.identifier.urihttp://digitalcollections.anu.edu.au/handle/1885/40696
dc.description.abstractNot available
dc.format.extent1972791 bytes
dc.format.extent354 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/octet-stream
dc.language.isoen_AU
dc.publisherBlackwell Publishing Ltd
dc.sourceOxford Bulletin of Economics and Statistics
dc.subjectspecification testing
dc.subjectMarkov switching models
dc.subjectparametric encompassing tests
dc.subjectconsistency tests
dc.titleSpecification testing of Markov switching models
dc.typeJournal article
local.description.refereedyes
local.identifier.citationpublicationOxford Bulletin of Economics and Statistics
local.identifier.citationvolume65
local.identifier.citationyear2003
local.identifier.eprintid1890
local.rights.ispublishedinpress
dc.date.issued2003
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.ariespublicationMigratedxPub5607
local.type.statusPublished Version
local.contributor.affiliationBreunig, Robert, College of Business and Economics, ANU
local.contributor.affiliationNajarian, Serinah, University of Oxford
local.contributor.affiliationPagan, Adrian, University of New South Wales
local.bibliographicCitation.issueS1
local.bibliographicCitation.startpage703
local.bibliographicCitation.lastpage726
local.identifier.doi10.1046/j.0305-9049.2003.00093.x
dc.date.updated2015-12-11T09:32:23Z
local.identifier.scopusID2-s2.0-0346937469
CollectionsANU Research Publications

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