Regime switching with time-varying transition probabilities
| Year of publication: |
1993
|
|---|---|
| Authors: | Diebold, Francis X. ; Lee, Joon-Haeng ; Weinbach, Gretchen C. |
| Institutions: | Federal Reserve Bank of Philadelphia |
| Subject: | Econometric models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 93-12 |
| Source: |
Persistent link: https://www.econbiz.de/10005717295