On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study

Author： Awirothananon Thatphong Cheung Wai-Kong

Publisher： Taylor & Francis Ltd

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.38, Iss.8, 2009-09, pp. : 1757-1788

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