Keywords
Markov chainEconometricsMarkov modelMathematicsStatisticsVariable-order Markov modelComputer science
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Publication Info
- Year
- 1973
- Type
- article
- Volume
- 1
- Issue
- 1
- Pages
- 3-15
- Citations
- 818
- Access
- Closed
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Cite This
Stephen M. Goldfeld,
Richard E. Quandt
(1973).
A Markov model for switching regressions.
Journal of Econometrics
, 1
(1)
, 3-15.
https://doi.org/10.1016/0304-4076(73)90002-x
Identifiers
- DOI
- 10.1016/0304-4076(73)90002-x