The Beveridge-Nelson Decomposition of Markov-Switching Processes

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/85614

Title:	The Beveridge-Nelson Decomposition of Markov-Switching Processes
Authors:	Chen, Chao-Chun Wen-Jen Tsay
Issue Date:	2006
Relation:	ECONOMICS LETTERS 91(1), 83-89
URI:	http://ir.sinica.edu.tw/handle/201000000A/85614
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0165-1765&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	經濟研究所

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