Browse by Journal and Volume
 | Up a level |
Number of items: 1.
Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Psaradakis, Zacharias and Spagnolo, N. (2006) Joint determination of the state dimension and autoregressive order for models with Markov regime switching. Journal of Time Series Analysis 27 (5), pp. 753-766. ISSN 0143-9782.