The following pages link to Regime-switching cointegration (Q2687854):
Displaying 12 items.
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- Learning about the across-regime correlation in switching regression models (Q1362497) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
- Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
- The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? (Q2700555) (← links)
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- COINTEGRATING SMOOTH TRANSITION REGRESSIONS (Q5697608) (← links)
- Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)
