Markov switching panel with endogenous synchronization effects (Q2172001): Difference between revisions

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+Modeling systemic risk with Markov switching graphical SUR models
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+Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
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+Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
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+Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
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+Q4496047
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+Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
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+On the network topology of variance decompositions: measuring the connectedness of financial firms
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+Financial and Macroeconomic Connectedness
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+Convergence of locally and globally interacting Markov chains.
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+Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
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+Finite mixture and Markov switching models.
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+Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Bayesian auxiliary variable models for binary and multinomial regression
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+\(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation?
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+Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models
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+Estimating turning points using large data sets
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+Probability with Martingales
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