Finite state markov-chain approximations to univariate and vector autoregressions

DOI10.1016/0165-1765(86)90168-0MaRDI QIDQ140189FDOQ140189

Authors: George Tauchen 

Publication date: January 1986

Published in: Economics Letters (Search for Journal in Brave)

Cited In (1)

• sgmodel

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