Pages that link to "Item:Q737288"
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The following pages link to Multivariate contemporaneous-threshold autoregressive models (Q737288):
Displaying 5 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
