Methods for measuring expectations and uncertainty in Markov-switching models
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Publication:894639
DOI10.1016/j.jeconom.2015.08.004zbMath1419.62502OpenAlexW3122937772MaRDI QIDQ894639
Publication date: 2 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.08.004
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)
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Uses Software
Cites Work
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