Evaluating Specification Tests for Markov‐Switching Time‐Series Models
Work
Year: 2008
Type: article
Source: Journal of Time Series Analysis
Author Daniel R. Smith
Institution Simon Fraser University
Cites: 32
Cited by: 30
Related to: 10
FWCI: 1.718
Citation percentile (by year/subfield): 91.36
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed