The following pages link to Long memory and regime switching (Q5952029):
Displayed 14 items.
- ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- Empirical Performance and Asset Pricing in Hidden Markov Models (Q4434427) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)
- Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)