SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS

By Minxian Yang. Econometric Theory, 2000

69 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ec0360aaa40f3d5193dace1a3cbf72f8cd7b70cc