Pages that link to "Item:Q1973430"
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The following pages link to Moments of Markov switching models (Q1973430):
Displaying 7 items.
- A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
- Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (Q5939175) (← links)
- Long memory and regime switching (Q5952029) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)
