Hierarchical Markov-switching models for multivariate integer-valued time-series

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Publication:2225006

DOI10.1016/j.jeconom.2020.02.002zbMath1464.62376OpenAlexW3011523338MaRDI QIDQ2225006

Roberto Di Mari, Leopoldo Catania

Publication date: 4 February 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.02.002




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