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Damba, Lkhagvasuren ; Nikolay, Gospodinov ; Nikolay, Gospodinov ; Damba, Lkhagvasuren. (2011) A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains.
In: Working Papers. RePEc:crd:wpaper:11005.
Full description at Econpapers
cites:
Rouwenhorst, Geert K. (1995). âAsset Pricing Implications of Equilibrium Business Cycle Models,â in Thomas Cooley, ed., âStructural Models of Wage and Employment Dynamics,â Princeton: Princeton University Press.
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