Stationarity of multivariate Markov–switching ARMA models
Top Cited Papers
- 1 June 2001
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 102 (2) , 339-364
- https://doi.org/10.1016/s0304-4076(01)00057-4
Abstract
No abstract availableThis publication has 22 references indexed in Scilit:
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