Some properties of vector autoregressive processes with Markov-switching coefficients
Minxian Yang
| Year of publication: |
2000
|
|---|---|
| Authors: | Yang, Minxian |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 1, p. 23-43
|
| Subject: | VAR-Modell | VAR model | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001568488