Monica Billio, Maddalena Cavicchioli. Validating Markov Switching VAR Through Spectral Representations. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Causal Inference in Econometrics. Volume 622 of Studies in Computational Intelligence, pages 3-15, Springer, 2016. [doi]
Abstract is missing.