Assessing Markov chain approximations: a minimal econometric approach
From MaRDI portal
Publication:956545
DOI10.1016/j.jedc.2005.04.005zbMath1200.91255MaRDI QIDQ956545
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.04.005
62P20: Applications of statistics to economics
62M05: Markov processes: estimation; hidden Markov models
91B82: Statistical methods; economic indices and measures
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Cites Work
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