A MOMENT-MATCHING METHOD FOR APPROXIMATING VECTOR AUTOREGRESSIVE PROCESSES BY FINITE-STATE MARKOV CHAINS
Version of Record online: 25 SEP 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 29, Issue 5, pages 843–859, August 2014
How to Cite
2014), A MOMENT-MATCHING METHOD FOR APPROXIMATING VECTOR AUTOREGRESSIVE PROCESSES BY FINITE-STATE MARKOV CHAINS, Journal of Applied Econometrics, 29, pages 843–859, doi: 10.1002/jae.2354and (
- Issue online: 29 JUL 2014
- Version of Record online: 25 SEP 2013
- Manuscript Revised: 25 JUL 2013
- Manuscript Received: 10 SEP 2012
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