Pages that link to "Item:Q846505"

The following pages link to Structural vector autoregressions with Markov switching (Q846505):

Displaying 22 items.

• Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
• Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
• Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• Reducing confidence bands for simulated impulse responses (Q379920) (← links)
• Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
• Testing for identification in SVAR-GARCH models (Q1656455) (← links)
• Asymmetries and Markov-switching structural VAR (Q1657582) (← links)
• On identifying structural VAR models via ARCH effects (Q1695560) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
• Markov-switching state-space models with applications to neuroimaging (Q2157524) (← links)
• Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
• Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
• Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
• Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
• Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
• Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
• MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (Q5082562) (← links)
• What does Google say about credit developments in Brazil? (Q6039097) (← links)
• Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)