Finite-state Markov-chain approximations : a hidden Markov approach
Year of publication: |
May 19, 2023
|
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Authors: | Janssens, Eva ; McCrary, Sean |
Publisher: |
Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board |
Subject: | Numerical methods | Kullback-Leibler divergence | misspecified model | earnings process | Theorie | Theory | Markov-Kette | Markov chain |
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