Markov-switching quantile autoregression: a Gibbs sampling approach

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Publication:2691752

DOI10.1515/SNDE-2016-0078OpenAlexW2749312791MaRDI QIDQ2691752

Xiaochun Liu, Richard Luger

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0078




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