SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS
| Year of publication: |
2000
|
|---|---|
| Authors: | Yang, Minxian |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 16.2000, 01, p. 23-43
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |