Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models
- Alvarez, R.
- Camacho, M.
- Ruiz, M.
ISSN: 1537-2707, 0735-0015
Année de publication: 2019
Volumen: 37
Número: 3
Pages: 484-495
Type: Article
Revue:
Journal of Business and Economic Statistics