Pages that link to "Item:Q5346584"
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The following pages link to Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584):
Displayed 11 items.
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method (Q2008134) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- A model for policy interest rates (Q2246701) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- Dynamic clustering of multivariate panel data (Q6090574) (← links)
- Autoregressive conditional betas (Q6193071) (← links)