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SSRN Electronic Journal 2013

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Gospodinov, Nikolay, Lkhagvasuren, Damba
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2478493
File:
PDF, 6.46 MB
english, 2013
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