Pages that link to "Item:Q341901"
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The following pages link to A new approach to model regime switching (Q341901):
Displaying 19 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Accounting for regime and parameter uncertainty in regime-switching models (Q654823) (← links)
- Learning about the across-regime correlation in switching regression models (Q1362497) (← links)
- Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
- Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- How to go viral: a COVID-19 model with endogenously time-varying parameters (Q2106392) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- (Q3157577) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537) (← links)
- Estimation of state-space models with endogenous Markov regime-switching parameters (Q5093222) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
- Filtering a Double Threshold Model With Regime Switching (Q5353440) (← links)
- An adaptive regime-switching regression model for hedge funds (Q5414104) (← links)
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
- Regime switching models for circular and linear time series (Q6135353) (← links)
