Markov-switching dynamic factor models in real time
Camacho, Maximo, Perez-Quiros, Gabriel, Poncela, PilarVolume:
34
Language:
english
Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2018.05.002
Date:
October, 2018
File:
PDF, 735 KB
english, 2018