Pages that link to "Item:Q299218"

The following pages link to Methods for inference in large multiple-equation Markov-switching models (Q299218):

Displaying 22 items.

• Gaussian mixture vector autoregression (Q75584) (← links)
• Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
• Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
• Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
• Reducing confidence bands for simulated impulse responses (Q379920) (← links)
• Minimal state variable solutions to Markov-switching rational expectations models (Q428000) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• Confronting model misspecification in macroeconomics (Q528093) (← links)
• Bayesian inference in a time varying cointegration model (Q738080) (← links)
• Structural vector autoregressions with Markov switching (Q846505) (← links)
• Land-price dynamics and macroeconomic fluctuations with nonseparable preferences (Q1655760) (← links)
• On the stability of Calvo-style price-setting behavior (Q1657523) (← links)
• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• Sequential Bayesian inference for vector autoregressions with stochastic volatility (Q2181522) (← links)
• Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
• Tailored randomized block MCMC methods with application to DSGE models (Q2630161) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
• A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)