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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian - In: Econometric theory 16 (2000) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001568488
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ARTICLES - Some Properties of Vector Autoregressive Processes with Markov-Switching Coefficients
Yang, Minxian - In: Econometric theory 16 (2000) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10006984545