Jointly determining the state dimension and lag order for Markovâswitching vector autoregressive models
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Nan ; Kwok, Simon Sai Man |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - 2021 (07.04.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12587 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012538243