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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
- In:
Econometric theory
16
(
2000
)
1
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pp. 23-43
Persistent link: https://www.econbiz.de/10001568488
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ARTICLES - Some Properties of Vector Autoregressive Processes with Markov-Switching Coefficients
Yang, Minxian
- In:
Econometric theory
16
(
2000
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10006984545
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