APA (7th ed.) Citation

Bognanni, M., & Herbst, E. (2018). A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models. Journal of Applied Econometrics, 33(1), 126. https://doi.org/10.1002/jae.2582

Chicago Style (17th ed.) Citation

Bognanni, Mark, and Edward Herbst. "A Sequential Monte Carlo Approach to Inference in Multiple‐equation Markov‐switching Models." Journal of Applied Econometrics 33, no. 1 (2018): 126. https://doi.org/10.1002/jae.2582.

MLA (9th ed.) Citation

Bognanni, Mark, and Edward Herbst. "A Sequential Monte Carlo Approach to Inference in Multiple‐equation Markov‐switching Models." Journal of Applied Econometrics, vol. 33, no. 1, 2018, p. 126, https://doi.org/10.1002/jae.2582.