Granger-causality in Markov switching models
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Publication:5130215
DOI10.1080/02664763.2014.993367MaRDI QIDQ5130215
Silvio di Sanzo, Monica Billio
Publication date: 4 November 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://www.unive.it/pag/fileadmin/user_upload/dipartimenti/economia/doc/Pubblicazioni_scientifiche/working_papers/2006/WP_DSE_Billio_Di_Sanzo_20_06.pdf
62-XX: Statistics
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