Pages that link to "Item:Q3632874"
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The following pages link to Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions (Q3632874):
Displaying 18 items.
- \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Distribution switching in financial time series (Q1005213) (← links)
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (Q1362495) (← links)
- Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- Autoregressive processes with data-driven regime switching (Q3077661) (← links)
- What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387) (← links)
- An Efficient Estimation for Switching Regression Models: A Monte Carlo Study (Q3590015) (← links)
- Prediction of Stock Returns: A New Way to Look at It (Q4661691) (← links)
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074) (← links)
- MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (Q5082562) (← links)
- Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach (Q5430551) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
- Gibbs sampling approach to regime switching analysis of financial time series (Q5964593) (← links)
