Pages that link to "Item:Q5346584"
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The following pages link to Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584):
Displaying 20 items.
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method (Q2008134) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- A model for policy interest rates (Q2246701) (← links)
- Time-series model with periodic stochastic regime switching. I: Theory (Q2704141) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (Q4818626) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074) (← links)
- Adding flexibility to Markov Switching models (Q5142162) (← links)
- Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185) (← links)
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- Dynamic clustering of multivariate panel data (Q6090574) (← links)
- Autoregressive conditional betas (Q6193071) (← links)
- Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
