Pages that link to "Item:Q3552842"
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The following pages link to Evaluating Specification Tests for Markov-Switching Time-Series Models (Q3552842):
Displaying 5 items.
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Monetary and fiscal policy switching with time-varying volatilities (Q1670198) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584) (← links)
- Regime switching models for circular and linear time series (Q6135353) (← links)
