Pages that link to "Item:Q3440787"

The following pages link to ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787):

Displaying 15 items.

• Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
• Markov-switching generalized additive models (Q517407) (← links)
• Testing for linearity in Markov switching models: a bootstrap approach (Q734468) (← links)
• A simple nonlinear dynamic model for unemployment: Explaining the spanish case (Q937032) (← links)
• Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (Q2929381) (← links)
• DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197) (← links)
• OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
• A Bayesian regime-switching time-series model (Q3103191) (← links)
• Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
• Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
• Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139) (← links)