Markov-switching quantile autoregression: a Gibbs sampling approach
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2017
ISSN: 1558-3708,1081-1826
DOI: 10.1515/snde-2016-0078