The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP

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The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP

Author Info

Hansen, B.E.

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Bruce E. Hansen

Abstract

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Paper provided by University of Rochester - Center for Economic Research (RCER) in its series RCER Working Papers with number 279.

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Length: 27 pages
Date of creation: 1991
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Handle: RePEc:roc:rocher:279

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Postal: UNIVERSITY OF ROCHESTER, CENTER FOR ECONOMIC RESEARCH, DEPARTMENT OF ECONOMICS, HARKNESS 231 ROCHESTER NEW YORK 14627 U.S.A.

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