Pages that link to "Item:Q3652720"
From MaRDI portal
The following pages link to On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study (Q3652720):
Displaying 4 items.
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)