Dynamic linear models with Markov-switching (Q1318985): Difference between revisions

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+Tracking methods in a multitarget environment
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+A Test for a Shifting Slope Coefficient in a Linear Model
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+A Markov model for switching regressions
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+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+The likelihood ratio test for a change-point in simple linear regression
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
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+Publication:1318985