PEER-REVIEWED_18
| Author | Hiroyuki Kasahara and Katsumi Shimotsu |
|---|---|
| Title | Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models |
| Journal | Journal of Econometrics, 208 (2019) 422-467 |
| DOI | https://doi.org/10.1016/j.jeconom.2018.09.019 |
