Pages that link to "Item:Q6097545"
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The following pages link to Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545):
Displaying 11 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- An extensive study on Markov switching models with endogenous regressors (Q905388) (← links)
- Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis (Q1366796) (← links)
- Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Markov-switching models with endogenous explanatory variables (Q2439091) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- Estimation of state-space models with endogenous Markov regime-switching parameters (Q5093222) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
