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Statistics / Estimation theory / Statistical theory / Maximum likelihood estimation / Autocorrelation / Quasi-maximum likelihood estimate / Null hypothesis / Likelihood function


Econometrica, Vol. 80, No. 4 (July, 2012), 1809–1812 TESTING FOR REGIME SWITCHING: A COMMENT BY ANDREW V. CARTER AND DOUGLAS G. STEIGERWALD1 An autoregressive model with Markov regime-switching is analyzed that reflec
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Document Date: 2012-07-06 19:00:34


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