A Multivariate Generalization of the Markov switching Model
Mohamad Khaled ()
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Mohamad Khaled: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique
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Date: 2006-08
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Published in ESEM, Aug 2006, Vienne, Austria
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00318111
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