A general autoregressive model with Markov switching: estimation and consistency

Published in

Research report (Centre of Biostochastics)
2007, number: 6, pages: 1-20
Publisher: Centre of Biostochastics, SLU

SLU Authors

• Xie, Yingfu

  • Department of Forest Economics, Swedish University of Agricultural Sciences
    

• Yu, Jun

  • Department of Forest Economics, Swedish University of Agricultural Sciences
    

• Ranneby, Bo

  • Department of Forest Economics, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Economics and Business
Social Sciences

Permanent link to this page (URI)

https://res.slu.se/id/publ/15204