Discretization of highly persistent correlated AR(1) shocks
Year of publication: |
2010
|
---|---|
Authors: | Galindev, Ragchaasuren ; Lkhagvasuren, Damba |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 7, p. 1260-1276
|
Subject: | Multivariate Analyse | Multivariate analysis | Autokorrelation | Autocorrelation | Markov-Kette | Markov chain | VAR-Modell | VAR model |
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