Multivariate Markov Switching Common Factor Models for the UK
Year of publication: |
2003
|
---|---|
Authors: | Mills, Terence C. ; Wang, Ping |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Konjunktureller Wendepunkt | Business cycle turning point |
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