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A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models.

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Title: A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models.
Authors: Bognanni, Mark1 mark.j.bognanni@gmail.com, Herbst, Edward2
Source: Journal of Applied Econometrics. Jan2018, Vol. 33 Issue 1, p126-140. 15p.
Database: Mathematics Source
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Applied+Econometrics%22">Journal of Applied Econometrics</searchLink>. Jan2018, Vol. 33 Issue 1, p126-140. 15p.
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        Value: 10.1002/jae.2582
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        Text: English
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              Text: Jan2018
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