Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis - Spagnolo, Fabio,Psaradakis, Zacharias G.,Sola, Martin (Birkbeck College, Univ. of London, 2000)
Keywords: Arbeitspapier; Graue Literatur; Markov-Kette; Theorie; Maximum-Likelihood-Schätzung; regime switching model