The Beveridge–Nelson decomposition of Markov-switching processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Chao-Chun ; Tsay, Wen-Jen |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 91.2006, 1, p. 83-89
|