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文件名称:jae_92m
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- 上传时间：2014-01-03
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This is a matlab program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
-This is a matlab program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
-This is a matlab program. It will implement the estimation and testing
procedures for a Markov switching parameter model as presented in B. Hansen
"The likelihood ratio test under non-standard conditions: Testing the
Markov trend model of GNP."
(系统自动生成,下载前可以参看下载内容)
下载文件列表
markovm.m
gnp82.txt
markovp.m
Readme.txt
gnp82.txt
markovp.m
Readme.txt
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