Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981)
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scientific article; zbMATH DE number 7800079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends |
scientific article; zbMATH DE number 7800079 |
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Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (English)
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5 February 2024
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Markov chain
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Markov switching VAR model
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Markov switching trend
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unit root
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OLS estimator
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asymptotic distribution
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Brownian motion
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