OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550)

From MaRDI portal
Revision as of 22:14, 16 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
OLS estimation of Markov switching VAR models: asymptotics and application to energy use
scientific article

    Statements

    OLS estimation of Markov switching VAR models: asymptotics and application to energy use (English)
    0 references
    9 December 2021
    0 references
    Markov switching VAR model
    0 references
    OLS estimator
    0 references
    asymptotic covariance matrix
    0 references
    energy use
    0 references
    economic growth
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references