Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity
Lütkepohl, Helmut, Woźniak, TomaszJournal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2020.103862
Date:
February, 2020
File:
PDF, 1.47 MB
2020