Pages that link to "Item:Q2933197"
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The following pages link to DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197):
Displaying 16 items.
- Weak VARMA representations of regime-switching state-space models (Q345368) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
- Statistical Analysis Of Mixture Vector Autoregressive Models (Q2835319) (← links)
- DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197) (← links)
- Third and fourth moments of vector autoregressions with regime switching (Q4975126) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
