Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.

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Bibliographic Details
Title:	Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.
Authors:	Bognanni, Mark¹ markbognanni@gmail.com, Herbst, Edward² edward.p.herbst@frb.gov
Source:	Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Dec2015, preceding p1-54. 56p.
Database:	Business Source Ultimate

Description
ISSN:	19362854
DOI:	10.17016/FEDS.2015.116