scholarly journals Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach

Author(s):  
Mark Bognanni ◽  
Edward Herbst
PLoS ONE ◽  
2017 ◽  
Vol 12 (10) ◽  
pp. e0186167 ◽  
Author(s):  
Oyetunji E. Ogundijo ◽  
Xiaodong Wang

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