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Bruce E. Hansen

erratum: the likelihood ratio test under nonstandard conditions: testing the markov switching model of gnp (replication data)

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Hansen, Bruce E. (1996): Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022313.1132492975

Related Publication

Hansen, B. (1996), Erratum: The Likelihood Ratio Test Under Nonstandard Conditions: Testing The Markov Switching Model Of Gnp, Journal of Applied Econometrics, 11(2), 195-198. https://doi.org/10.1002/(sici)1099-1255(199603)11:2<195::aid-jae375>3.0.co;2-2