Markov-switching model selection using Kullback-Leibler divergence (Q278195): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.07.005
+Normal rank
@@ Property / OpenAlex ID @@
+W1969570435
@@ Property / OpenAlex ID: W1969570435 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3696288
@@ Property / cites work: Q3696288 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
+Normal rank
@@ Property / cites work @@
+A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
+Normal rank
@@ Property / cites work @@
+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Biological Sequence Analysis
@@ Property / cites work: Biological Sequence Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Optimal Control Models in Advertising: Recent Developments
+Normal rank
@@ Property / cites work @@
+THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Analysis of time series subject to changes in regime
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+Geometric equivalence of groups.
@@ Property / cites work: Geometric equivalence of groups. / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical theory in clustering
@@ Property / cites work: Statistical theory in clustering / rank @@
+Normal rank
@@ Property / cites work @@
+A constrained formulation of maximum-likelihood estimation for normal mixture distributions
+Normal rank
@@ Property / cites work @@
+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
+Normal rank
@@ Property / cites work @@
+Semiparametric methods in econometrics
@@ Property / cites work: Semiparametric methods in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic linear models with Markov-switching
@@ Property / cites work: Dynamic linear models with Markov-switching / rank @@
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Q4164707
@@ Property / cites work: Q4164707 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent estimation of a mixing distribution
@@ Property / cites work: Consistent estimation of a mixing distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Q3816820
@@ Property / cites work: Q3816820 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5617409
@@ Property / cites work: Q5617409 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4353852
@@ Property / cites work: Q4353852 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4523870
@@ Property / cites work: Q4523870 / rank @@
+Normal rank
@@ Property / cites work @@
+Single-index model selections
@@ Property / cites work: Single-index model selections / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
+Normal rank
@@ Property / cites work @@
+ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+Approximate Bayes factors and accounting for model uncertainty in generalised linear models
+Normal rank
@@ Property / cites work @@
+Q5603638
@@ Property / cites work: Q5603638 / rank @@
+Normal rank
@@ Property / cites work @@
+Information Criteria for Discriminating Among Alternative Regression Models
+Normal rank
@@ Property / cites work @@
+A Mathematical Theory of Communication
@@ Property / cites work: A Mathematical Theory of Communication / rank @@
+Normal rank
@@ Property / cites work @@
+Information criteria for selecting possibly misspecified parametric models
+Normal rank
@@ Property / cites work @@
+Adaptive Regression by Mixing
@@ Property / cites work: Adaptive Regression by Mixing / rank @@
+Normal rank
@@ Property / cites work @@
+Information processing and Bayesian analysis.
@@ Property / cites work: Information processing and Bayesian analysis. / rank @@
+Normal rank