Showing 1 - 10 of 629,189
Persistent link: https://www.econbiz.de/10001911738
Persistent link: https://www.econbiz.de/10001438528
Persistent link: https://www.econbiz.de/10012198929
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10010126857
Persistent link: https://www.econbiz.de/10010414842
Persistent link: https://www.econbiz.de/10000603961
Persistent link: https://www.econbiz.de/10000168278
Persistent link: https://www.econbiz.de/10000669789
Persistent link: https://www.econbiz.de/10000674166
Persistent link: https://www.econbiz.de/10003652520