A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435): Difference between revisions
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scientific article; zbMATH DE number 2102318
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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