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Finite-sample properties of the bootstrap estimator in a Markov-switching model
T. W. Ho
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INIS
markov process
100%
size
100%
approximations
100%
simulation
50%
distribution
50%
monte carlo method
50%
maximum-likelihood fit
50%
asymptotic solutions
50%
Economics, Econometrics and Finance
Estimation Theory
100%
Sample Size
100%
Monte Carlo Simulation
100%
Switching Regression Model
100%
Mathematics
Samples
100%
Bootstrapping
100%
Approximation
33%
Maximum Likelihood
33%
Smaller Sample
33%
Regression Model
33%
Monte Carlo Simulation
33%