Finite-State Markov-Chain Approximations: A Hidden Markov Approach.
Autor: | Janssens, Eva F.1 eva.f.janssens@frb.gov, McCrary, Sean2 smccrary@sas.upenn.edu |
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Zdroj: | Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Jun2023, p1-60. 62p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |