OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550)
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scientific article; zbMATH DE number 7441657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OLS estimation of Markov switching VAR models: asymptotics and application to energy use |
scientific article; zbMATH DE number 7441657 |
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OLS estimation of Markov switching VAR models: asymptotics and application to energy use (English)
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9 December 2021
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Markov switching VAR model
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OLS estimator
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asymptotic covariance matrix
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energy use
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economic growth
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