Adding flexibility to Markov Switching models (Q5142162)
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scientific article; zbMATH DE number 7289473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adding flexibility to Markov Switching models |
scientific article; zbMATH DE number 7289473 |
Statements
Adding flexibility to Markov Switching models (English)
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30 December 2020
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abrupt changes
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goodness of fit
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Hamilton filter
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smoothed changes
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time-varying parameters
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