Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models

  1. Alvarez, R.
  2. Camacho, M.
  3. Ruiz, M.
Journal:
Journal of Business and Economic Statistics

ISSN: 1537-2707 0735-0015

Year of publication: 2019

Volume: 37

Issue: 3

Pages: 484-495

Type: Article

DOI: 10.1080/07350015.2017.1380032 GOOGLE SCHOLAR