Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis
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Publication:5881618
DOI10.2202/1558-3708.1856zbMath1506.62487MaRDI QIDQ5881618
Roberto Casarin, Monica Billio
Publication date: 13 March 2023
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1856
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M05: Markov processes: estimation; hidden Markov models
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