On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study
| File | Size | Format | |
|---|---|---|---|
| 57955_1.pdf | 323Kb | Adobe PDF | View |
| Title | On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study |
|---|---|
| Author | Cheung, Adrian Wai Kong; Awirothananon, Thatphong |
| Year Published | 2009 |
| Publisher | Taylor & Francis |
| Citation | Communications in Statistics: Simulation and Computation, Vol. 38(8), pp. 1757-1788 |
| Peer Reviewed | Yes |
| Published | Yes |
| Alternative URI | http://dx.doi.org/10.1080/03610910903121982 |
| Copyright Statement | Copyright 2009 Taylor & Francis. This is an electronic version of an article published in Communications in Statistics: Simulation and Computation Volume 38, Issue 8 September 2009 , pages 1757 - 1788. Communications in Statistics: Simulation and Computation is available online at: http://www.informaworld.com with the open URL of your article. |
| Faculty | Griffith Business School |
| Publication Type | Journal Articles (Refereed Article) |
Please use this identifier to cite this record: http://hdl.handle.net/10072/29377
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