Pages that link to "Item:Q1906290"
From MaRDI portal
The following pages link to Specification testing in Markov-switching time-series models (Q1906290):
Displaying 43 items.
- Regime switching for dynamic correlations (Q292034) (← links)
- A new approach to model regime switching (Q341901) (← links)
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (Q513556) (← links)
- Does knowing the volatility states affect the market risk premium? (Q691613) (← links)
- Optimal promotion planning -- depth and frequency -- for a two-stage supply chain under Markov switching demand (Q856292) (← links)
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching (Q968489) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- A note on testing regime switching assumption based on recurrence times (Q1041700) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Lending cycles (Q1377307) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (Q1886287) (← links)
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Nonstationary \(l_2 - l_\infty\) filtering for Markov switching repeated scalar nonlinear systems with randomly occurring nonlinearities (Q2284325) (← links)
- Functional coefficient autoregressive conditional root model (Q2391922) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- A transitional Markov switching autoregressive model (Q2815965) (← links)
- A Bayesian regime-switching time-series model (Q3103191) (← links)
- The Impact of Intensity in Surveillance of Cyclical Processes (Q3155667) (← links)
- Evaluating Specification Tests for Markov-Switching Time-Series Models (Q3552842) (← links)
- Portfolio Selection with Common Correlation Mixture Models (Q3606095) (← links)
- Bootstrap-based evaluation of markov-switching time series models (Q4211360) (← links)
- Linear diffusion with stationary switching regime (Q4452119) (← links)
- TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCI'S FAILURE (Q4653013) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
- Eliminating the omitted variable bias by a regime-switching approach (Q5123497) (← links)
- Granger-causality in Markov switching models (Q5130215) (← links)
- A Markov Switching Model with Stochastic Regimes with Application to Business Cycle Analysis (Q5283091) (← links)
- Finite-sample properties of the bootstrap estimator in a Markov-switching model (Q5309214) (← links)
- On square-integrability of an AR process with Markov switching (Q5937049) (← links)
- Regime switching models for circular and linear time series (Q6135353) (← links)
- Modeling Covid-19 contagion dynamics: time-series analysis across different countries and subperiods (Q6601952) (← links)
