Supplementary replication material of articles published in the Review of Economic Studies

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Published June 1, 2020 | Version v1
Software Open

Replication package for: Likelihood Ratio Based Tests for Markov Regime Switching

Creators

  • 1. Boston University

Description

The package contains the Matlab code to reproduce the results in all the Tables and Figures in Qu and Zhuo: "Likelihood Ratio Based Tests for Markov Regime Switching," Review of Economic Studies. Detailed instructions on how to run the code are available in Readme_main.pdf. 

Files

replication.zip

Files (51.6 MB)

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