Granger-causality in Markov switching models (Q5130215)

From MaRDI portal
scientific article; zbMATH DE number 7269602
Language Label Description Also known as
English
Granger-causality in Markov switching models
scientific article; zbMATH DE number 7269602

    Statements

    Granger-causality in Markov switching models (English)
    0 references
    0 references
    0 references
    4 November 2020
    0 references
    0 references
    Granger-causality
    0 references
    Markov switching models
    0 references
    Markov chain
    0 references
    0 references