ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS
From MaRDI portal
Publication:5411526
DOI10.1017/S1365100511000800zbMath1285.91097MaRDI QIDQ5411526
Bruce McGough, William A. Branch, Troy Davig
Publication date: 23 April 2014
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
62M05: Markov processes: estimation; hidden Markov models
91B64: Macroeconomic theory (monetary models, models of taxation)
91B62: Economic growth models