Bootstrap-based evaluation of markov-switching time series models 

Author: Zacharias Psaradakis ^a

Affiliation:

a Department of Economics, Birkbeck College, University of London,

DOI: 10.1080/07474939808800416

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 17, Issue 3 1998 , pages 275 - 288

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Bootstrap-based evaluation of markov-switching time series models'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.