Methods for inference in large multiple-equation Markov-switching models
Year of publication: |
2008
|
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Authors: | Sims, Christopher A. ; Waggoner, Daniel F. ; Zha, Tao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 255-274
|
Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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