VARMA-Representation of MSI-VAR and MSM-VAR Processes

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_4 ◽

1997 ◽

pp. 47-64 ◽

Cited By ~ 1

Author(s):

Hans-Martin Krolzig

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