@article {1801.06862, archivePrefix = {arXiv}, eprint = {1801.06862}, primaryClass = {econ.EM}, author = {Hiroyuki Kasahara and Katsumi Shimotsu}, title = {Testing the Number of Regimes in Markov Regime Switching Models}, year = {2018}, url = {http://arxiv.org/abs/1801.06862} }