Markov-chain approximations of vector autoregressions: Application of general multivariate-normal integration techniques
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- Edward S. Knotek & Stephen J. Terry, 2008. "Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques," Research Working Paper RWP 08-02, Federal Reserve Bank of Kansas City.
References listed on IDEAS
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Keywords
Markov approximation Non-diagonal Singular covariance;Statistics
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