Higher order moemnts of Markov switching varma models
Year of publication: |
December 2017
|
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Authors: | Cavicchioli, Maddalena |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 6, p. 1502-1515
|
Subject: | Theorie | Theory | Markov-Kette | Markov chain | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Konjunktur | Business cycle |
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