Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models

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1. Randomization Tests for Regime Switching
   by Francis Diebold in No Hesitations on 2017-01-30 19:34:00

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1. Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
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3. RenÈ Garcia, 2002. "Are the Effects of Monetary Policy Asymmetric?," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 102-119, January.
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4. repec:ebl:ecbull:v:7:y:2008:i:8:p:1-12 is not listed on IDEAS
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