| Determine the Number of Regimes in Markov Switching Model |
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| 引用本文： | Xiang Li Qingmin Hao. Determine the Number of Regimes in Markov Switching Model[J]. 美中经济评论(英文版), 2005, 4(8): 80-81 |
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| 作者姓名： | Xiang Li Qingmin Hao |
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| 摘 要： | ![]()
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Determine the Number of Regimes in Markov Switching Model |
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| Abstract: | ![]()
The major problem in Markov Switching Model is to determine the number of regimes. Several methods are compared and associated with the economic senses to carry out a valid way for regime specification. |
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| Keywords: | Markov switching criterion regime specification economic senses |
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