gl-appendix.pdf
Creators:
Nikolay Gospodinov
;
Damba Lkhagvasuren
From the dataset abstract
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments...
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1723e4ff-c985-4c16-9e72-bc95bc4dae5a/resource/d7f48ea4-8775-41e6-ad6e-f56f3a025c0c/download/gl-appendix.pdf |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
