Some properties of vector autoregressive processes with markov-switching coefficients

Econometric Theory

Volumn 16, Issue 1, 2000, Pages 23-43

  Yang, Minxian ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034412927     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S026646660016102X     Document Type: Article

References (13)

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