Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029)
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scientific article; zbMATH DE number 7372298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models |
scientific article; zbMATH DE number 7372298 |
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Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (English)
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16 July 2021
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business cycle
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information criteria
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model selection
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regime switching
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vector autoregression
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