A hidden Markov regime-switching smooth transition model
- 期刊名称Studies in Nonlinear Dynamics & Econometrics
- 作者Elliott, Robert J.; Siu, Tak Kuen; Lau, John W.
- 电子ISSN1558-3708
- 文件大小3422.67KB
- 发表时间2018-06-29
- DOI10.1515/snde-2016-0061
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