Thatphong Awirothananon, Wai-Kong (Adrian) Cheung. On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study. Communications in Statistics - Simulation and Computation, 38(8):1757-1788, 2009. [doi]
@article{AwirothananonC09,
title = {On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study},
author = {Thatphong Awirothananon and Wai-Kong (Adrian) Cheung},
year = {2009},
doi = {10.1080/03610910903121982},
url = {http://dx.doi.org/10.1080/03610910903121982},
researchr = {https://researchr.org/publication/AwirothananonC09},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {38},
number = {8},
pages = {1757-1788},
}