Third and fourth moments of vector autoregressions with regime switching (Q4975126)
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scientific article; zbMATH DE number 6756489
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| English | Third and fourth moments of vector autoregressions with regime switching |
scientific article; zbMATH DE number 6756489 |
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Third and fourth moments of vector autoregressions with regime switching (English)
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3 August 2017
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Markov switching VAR models
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multivariate skewness and kurtosis
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stationarity
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third and fourth moments
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0.8582600951194763
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0.8504205346107483
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0.7776309251785278
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0.7696576714515686
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0.7613412737846375
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