Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP
Year: 1996
Type: erratum
Abstract: There was an error in Hansen (1992).I am very grateful to James Hamilton
Source: Journal of Applied Econometrics
Author: Bruce E. Hansen
Institution: Boston College
Language: English
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W2033465281