Faculté des sciences économiques et sociales
Document de travail accepté

A flexible prior distribution for Markov switching autoregressions with Student-t errors

Deschamps, Philippe

In: Journal of Econometrics, 2006, vol. 133, no. 1, p. 153-190

Add to personal list
    Title
    • A flexible prior distribution for Markov switching autoregressions with Student-t errors
    Author
    • Deschamps, Philippe. Université de Fribourg
    Document Type
    • Postprint
    Classification
    • Economics
    OAI-PMH Identifier
    • oai:doc.rero.ch:20060818161558-QE
    Submission No.
    • 20060818161558-QE