Pages that link to "Item:Q1305646"
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The following pages link to Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646):
Displaying 11 items.
- Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
- The regime switching portfolios (Q538326) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Regime switching volatility calibration by the Baum-Welch method (Q989132) (← links)
- Small sample properties of the conditional least squares estimator in SETAR models (Q1583393) (← links)
- Granger-causality in Markov switching models (Q5130215) (← links)
- Finite-sample properties of the bootstrap estimator in a Markov-switching model (Q5309214) (← links)
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
