Work

Predicting Markov-Switching Vector Autoregressive Processes

Year: 2000

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Hans‐Martin Krolzig

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1895874594

Cites: 26

Cited by: 98

Related to: 10