Finite state Markov chain approximations to univariate and vector autoregressions
George Tauchen
| Year of publication: |
1986
|
|---|---|
| Authors: | Tauchen, George Eugene |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 20.1986, 2, p. 177-181
|
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001008731