Methods for inference in large multiple-equation Markov-switching models-Reference-Cited by-同舟云学术

Methods for inference in large multiple-equation Markov-switching models

Published:2008-10 Issue:2 Volume:146 Page:255-274
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Sims Christopher A.,Waggoner Daniel F.,Zha Tao

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference53 articles.

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