Finite state markov-chain approximations to univariate and vector autoregressions-Reference-Cited by-同舟云学术

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Finite state markov-chain approximations to univariate and vector autoregressions

Published:1986-01 Issue:2 Volume:20 Page:177-181
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Tauchen George

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. Asset prices in a production economy;Brock,1982

2. Comparative dynamics of an intertemporal asset pricing model;Donaldson;Review of Economic Studies,1984

3. Generalized method of moments estimators;Hansen;Econometrica,1982

4. Asset prices in an exchange economy;Lucas;Econometrica,1978

5. Permanent income in general equilibrium;Michener;Journal of Monetary Economics,1984

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