Analytical derivatives for Markov switching models
By: Jeff Gable, Simon van Norden, Robert Vigfusson.
Contributors: Van Norden, Simon.; Vigfusson, Robert.; Bank of Canada.
Series: Working paper -- 95-7; Working paper (Bank of Canada) -- no. 95-7
Publisher: Publications Distribution, Bank of Canada
Published: 1995
Place of publication: Ottawa, Ont
Language: eng
Number of pages: 24