The following pages link to Normalization in Econometrics (Q5292349):
Displaying 12 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← 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)
- DSGE pileups (Q1655666) (← links)
- Likelihood preserving normalization in multiple equation models (Q1810671) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- Markov switching quantile autoregression (Q6064121) (← links)
