Markov-Switching MIDAS Models
Guérin, Pierre; Marcellino, Massimiliano
- 期刊名称Journal of Business & Economic Statistics
- 作者Guérin, Pierre; Marcellino, Massimiliano
- 卷第31卷
- 期第1期
- 印刷ISSN0735-0015
- 电子ISSN1537-2707
- 文件大小319.35KB
- 发表时间2013-01
- DOI10.1080/07350015.2012.727721
- 页码45-56