Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.

MLA

Bognanni, Mark, and Edward Herbst. “Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.” Working Papers: U.S. Federal Reserve Board’s Finance & Economic Discussion Series, Dec. 2015, pp. 1–54. EBSCOhost, https://doi.org/10.17016/FEDS.2015.116.

APA

Bognanni, M., & Herbst, E. (2015). Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach. Working Papers: U.S. Federal Reserve Board’s Finance & Economic Discussion Series, 1–54. https://doi.org/10.17016/FEDS.2015.116

Chicago

Bognanni, Mark, and Edward Herbst. 2015. “Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.” Working Papers: U.S. Federal Reserve Board’s Finance & Economic Discussion Series, December, 1–54. doi:10.17016/FEDS.2015.116.