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Rouwenhorst code for homework problem

posted Feb 23, 2012, 6:53 AM by Jim Dolmas
Here is the Matlab code to implement Rouwenhorst's method for constructing Markov chains to approximate AR(1) processes.
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rouwenhorst.m
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Jim Dolmas,
Feb 23, 2012, 6:53 AM
v.1
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