Pages that link to "Item:Q72021"

The following pages link to Estimation of Markov regime-switching regression models with endogenous switching (Q72021):

Displaying 25 items.

• hhsmm (Q55760) (← links)
• Hhsmm: An R package for hidden hybrid Markov/semi-Markov models (Q72030) (← links)
• Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
• Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• A new approach to model regime switching (Q341901) (← links)
• On control of discrete-time state-dependent jump linear systems with probabilistic constraints: a receding horizon approach (Q473417) (← links)
• Markov-switching generalized additive models (Q517407) (← links)
• Does knowing the volatility states affect the market risk premium? (Q691613) (← links)
• Robust stabilization of a class of state-dependent jump linear systems (Q899197) (← links)
• Solving endogenous regime switching models (Q1655641) (← links)
• Alternative approaches for econometric modeling of panel data using mixture distributions (Q1690070) (← links)
• Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• Regime-dependent fiscal multipliers in the United States (Q2416237) (← links)
• Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
• Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
• A regime switching skew-normal model of contagion (Q2697018) (← links)
• Unconventional monetary policy reaction functions: evidence from the US (Q2697097) (← links)
• Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481) (← links)
• Markov switching quantile autoregression (Q6064121) (← links)
• Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)