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. |
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| 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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