Methods for inference in large multiple-equation Markov-switching models
| Year of publication: |
2008
|
|---|---|
| Authors: | Sims, Christopher A. ; Waggoner, Daniel F. ; Zha, Tao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 146.2008, 2, p. 255-275
|