Discretization of Highly-Persistent Correlated AR(1) Shocks
Year of publication: |
2008-09
|
---|---|
Authors: | Lkhagvasuren, Damba ; Galindev, Ragchaasuren |
Institutions: | Department of Economics, Concordia University |
Subject: | Finite State Markov-Chain Approximation | Transition Matrix | Numerical Methods | VAR |
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