Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646): Difference between revisions

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+Why are estimates of agricultural supply response so variable?
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+Q4226179
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+TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME  SWITCHING
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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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+Analysis of time series subject to changes in regime
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+Specification testing in Markov-switching time-series models
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+Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
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+Dynamic linear models with Markov-switching
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+Computer Generation of Normal Random Variables
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+New Lilliefors and Srinivasan tables with applications
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+STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
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+Q4343839
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+Time-series segmentation: A model and a method
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+Testing the term structure of interest rates using a stationary vector autoregression with regime switching
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+SOME DOUBLY STOCHASTIC TIME SERIES MODELS
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+Q3490770
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