APA (7th ed.) Citation

Bognanni, M., & Herbst, E. (2015). Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach. Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series, 1. https://doi.org/10.17016/FEDS.2015.116

Chicago Style (17th ed.) Citation

Bognanni, Mark, and Edward Herbst. "Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach." Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series 2015: 1. https://doi.org/10.17016/FEDS.2015.116.

MLA (9th ed.) Citation

Bognanni, Mark, and Edward Herbst. "Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach." Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series, 2015, p. 1, https://doi.org/10.17016/FEDS.2015.116.