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Hierarchical Markov-Switching Models for Multivariate Int...
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Leopoldo Catania
Hierarchical Markov-Switching Models for Multivariate Integer-valued Time-series
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Documents
- Catania_diMari_JoE_2021_AM
Accepted manuscript, 855 KB, PDF document
Links
- http://10.1016/j.jeconom.2020.02.002
Final published version
- Leopoldo Catania
- Roberto Di Mari, University of Catania, Italy
| Original language | English |
|---|---|
| Journal | Journal of Econometrics |
| Volume | 221 |
| Issue | 1 |
| Pages (from-to) | 118-137 |
| Number of pages | 20 |
| ISSN | 0304-4076 |
| Publication status | Published - Mar 2021 |
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