Pages that link to "Item:Q5371157"
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The following pages link to HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157):
Displayed 12 items.
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981) (← links)