Pages that link to "Item:Q299218"
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The following pages link to Methods for inference in large multiple-equation Markov-switching models (Q299218):
Displaying 13 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- Reducing confidence bands for simulated impulse responses (Q379920) (← links)
- Minimal state variable solutions to Markov-switching rational expectations models (Q428000) (← links)
- \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Land-price dynamics and macroeconomic fluctuations with nonseparable preferences (Q1655760) (← links)
- On the stability of Calvo-style price-setting behavior (Q1657523) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
