Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (Q1362495)
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scientific article; zbMATH DE number 1043964
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| English | Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results |
scientific article; zbMATH DE number 1043964 |
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Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (English)
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12 August 1997
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simulated likelihood
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regime classification
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dynamic switching model
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Markov switching model
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disequilibrium model
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0.87744826
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0.8578403
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0.85269564
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