Markov-Switching Structural Vector Autoregressions : Theory and Application
Year of publication: |
[2014]
|
---|---|
Authors: | Rubio-Ramirez, Juan Francisco |
Other Persons: | Waggoner, Daniel F. (contributor) ; Zha, Tao A. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2005 erstellt |
Other identifiers: | 10.2139/ssrn.870478 [DOI] |
Classification: | C32 - Time-Series Models ; E10 - General Aggregative Models. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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