Stability in Regime Switching VAR
Year of publication: |
[2021]
|
---|---|
Authors: | Chen, Pu ; Hsiaoy, Chih-Ying ; Semmler, Willi |
Publisher: |
[S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Theorie | Theory | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (11 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 29, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3788533 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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