A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435): Difference between revisions

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Latest revision as of 20:53, 6 June 2024

scientific article; zbMATH DE number 2102318
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English
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS
scientific article; zbMATH DE number 2102318

    Statements

    A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (English)
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    22 September 2004
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    Markov switching models
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    Nuisance parameters
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    Specification testing
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    Exchange rate determination
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