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About this Economics, Econometrics and Finance article
Finite State Markov-chain Approximations to Univariate and Vector Autoregressions by George Tauchen is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- George Tauchen
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0165-1765)
- Published
- 1986
- Field
- Economics, Econometrics and Finance (Social Sciences)