SKEWED BINOMIAL MARKOV CHAINS
In recent years, Markov chains whose stationary distributions belong to the locationscale families of binomial distributions (hereafter referred to as binomial Markov chains) have become an increasingly popular device for generating shocks with desirable statistical properties. The existing applicat...
| Veröffentlicht in: | Annals of Economics and Statistics. - GENES. - (2023), 150, Seite 81-122 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2023
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| Zugriff auf das übergeordnete Werk: | Annals of Economics and Statistics |
| Online verfügbar |
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