Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754): Difference between revisions
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| Property / author | |||
| Property / author: Helmut Herwartz / rank | |||
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| Property / author: Helmut Lütkepohl / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6371432 / rank | |||
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| Property / zbMATH Keywords | |||
vector autoregressive model | |||
| Property / zbMATH Keywords: vector autoregressive model / rank | |||
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Markov process | |||
| Property / zbMATH Keywords: Markov process / rank | |||
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EM algorithm | |||
| Property / zbMATH Keywords: EM algorithm / rank | |||
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impulse responses | |||
| Property / zbMATH Keywords: impulse responses / rank | |||
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Revision as of 18:07, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks |
scientific article |
Statements
Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (English)
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20 November 2014
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vector autoregressive model
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Markov process
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EM algorithm
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impulse responses
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