We thank Jin Cho and Hal White for helpful comments. The editor and referee guided the clarity and shortening of the comment. A detailed version is available on the second author's website.
Testing for Regime Switching: A Comment
Version of Record online: 25 JUL 2012
© 2012 The Econometric Society
Volume 80, Issue 4, pages 1809–1812, July 2012
How to Cite
Carter, A. V. and Steigerwald, D. G. (2012), Testing for Regime Switching: A Comment. Econometrica, 80: 1809–1812. doi: 10.3982/ECTA9622
- Issue online: 25 JUL 2012
- Version of Record online: 25 JUL 2012
- Manuscript received October, 2010; final revision received November, 2011.
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