The 7 linked references in paper Vigfusson (1996) “Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach” / RePEc:bca:bocawp:96-1

  1. Rational Speculation.”Journal of Finance 45:2:379:95
  2. Models Estimation and Control. Springer Verlag. New York.
  3. The Demand For Dollars.”Greek Economic Review 10:1:49-102.
  4. Real Exchange Rates.”NBER Working Paper #4952 Dec.
  5. Hansen, B. E. 1992. “The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model Of GNP.”Journal of Applied Econometrics. Vol. 7 Supplement.
  6. Record Supplement. 105-16.
  7. WWW: