Econometrics Seminar: Dante Amengual, CEMFI
Title: The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities
Info about event
Time
Location
Universitetsbyen 51, Building 1816, room 613
Speaker: Dante Amengual, CEMFI
Link to personal website: www.cemfi.es/~amengual/
Title: The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities
Host: Stefán Guðmundsson
Organisers: Stefán Guðmundsson and Chen Huang
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