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Authors
Mateusz Dadej (0000-0002-1791-7611)
Citation
Dadej, M., (2024). MarSwitching.jl: A Julia package for Markov switching dynamic models. Journal of Open Source Software, 9(98), 6441, https://doi.org/10.21105/joss.06441
@article{Dadej2024,
doi = {10.21105/joss.06441},
url = {https://doi.org/10.21105/joss.06441},
year = {2024},
publisher = {The Open Journal},
volume = {9},
number = {98},
pages = {6441},
author = {Mateusz Dadej},
title = {MarSwitching.jl: A Julia package for Markov switching dynamic models},
journal = {Journal of Open Source Software}
}
Tags
Time series Econometrics Markov processes Nonlinear models
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