Pages that link to "Item:Q2397135"
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The following pages link to Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135):
Displaying 9 items.
- A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process (Q1985964) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
