OLS Estimation of Markov switching VAR models: asymptotics and application to energy use
Crossref DOI link: https://doi.org/10.1007/s10182-020-00383-4
Published Online: 2020-10-22
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cavicchioli, Maddalena http://orcid.org/0000-0001-7125-8111
Text and Data Mining valid from 2020-10-22
Version of Record valid from 2020-10-22
Article History
Received: 27 January 2020
Accepted: 12 October 2020
First Online: 22 October 2020