Pages that link to "Item:Q1739870"
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The following pages link to Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870):
Displaying 6 items.
- The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? (Q2700555) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- Bayesian analysis of switching ARCH models (Q5467629) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)