Some properties of vector autoregressive processes with Markov-Switching coefficients
Yang, Minxian
Some properties of vector autoregressive processes with Markov-Switching coefficients - Australia University Of New South Wales 1997 - 24p - School of Economics Discussion Papers .
DP 97/23
Some properties of vector autoregressive processes with Markov-Switching coefficients - Australia University Of New South Wales 1997 - 24p - School of Economics Discussion Papers .
DP 97/23