Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Year of publication: |
2015
|
---|---|
Authors: | Binning, Andrew ; Maih, Junior |
Publisher: |
Oslo : Centre for Applied Macro- and Petroleum Economics |
Subject: | VAR-Modell | VAR model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
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