Pages that link to "Item:Q5176866"
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The following pages link to ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS (Q5176866):
Displaying 12 items.
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process (Q1985964) (← 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)
- Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135) (← links)
- Statistical Analysis Of Mixture Vector Autoregressive Models (Q2835319) (← 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)
- 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)
- Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models (Q6634880) (← links)
