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://jda-test.zbw.eu/dataset/cf8a409c-c313-440c-91ac-4d1691bb3771/resource/5ec7388e-a88a-4c51-91b8-f69ef604acb0/download/gl-appendix.pdf |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
