Pages that link to "Item:Q5022577"
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The following pages link to Likelihood Ratio-Based Tests for Markov Regime Switching (Q5022577):
Displaying 7 items.
- Recession-specific recoveries: \(L\)'s, \(U\)'s and everything in between (Q824023) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- Evaluating forecast performance with state dependence (Q6090570) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)
- Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981) (← links)