- <Authors> Jin Seo Cho and Halbert L. White (2011): Working Paper.
- <Abstract> We revisit Theorem 1 of Cho and White (2007, "CW") in light of Carter and Steigerwald (2010) and give a set of sufficient conditions for CW's quasi-likelihood ratio (QLR) statistic to yield a consistent test.
- <Paper Download> Regime_Switching_rejoinder.pdf