The following pages link to Michael J. Dueker (Q289168):
Displaying 9 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Fixing Swiss potholes: the importance and cyclical nature of improvements (Q1927322) (← links)
- Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (Q1929441) (← links)
- Indeterminacy, change points and the price puzzle in an estimated DSGE model (Q2271658) (← links)
- Contemporaneous-Threshold Smooth Transition GARCH Models (Q3081589) (← links)
- BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX (Q3426138) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
