Discretization of highly persistent correlated AR(1) shocks

By Ragchaasuren Galindev, D. Lkhagvasuren. 2010

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/df9b5e20151a46152009c52e6b45df1d9dd31bca