Pages that link to "Item:Q5093222"
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The following pages link to Estimation of state-space models with endogenous Markov regime-switching parameters (Q5093222):
Displaying 9 items.
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- A new approach to model regime switching (Q341901) (← links)
- Regime switching state-space models applied to psychological processes: handling missing data and making inferences (Q418428) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- (Q5120602) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
- Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter (Q5860961) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
