【作者(必填)】
LAM, P.-S.
【文题(必填)】
The Hamilton model with a general autoregressive component: Estimation and comparison with other models of economic time series
【年份(必填)】
1990
【全文链接或数据库名称(选填)】
Journal of Monetary Economics, 26(3), 409–432.
Krolzig’s “International Business Cycles: Regime Shifts in the Stochastic Process of Economic Growth”, Oxford University Discussion Paper. Demonstrates Markov switching and VAR models.