Pages that link to "Item:Q734539"
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The following pages link to A general autoregressive model with Markov switching: estimation and consistency (Q734539):
Displaying 12 items.
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- Markov-switching generalized additive models (Q517407) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Spectral density of Markov-switching VARMA models (Q2451399) (← links)
- A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (Q4954302) (← links)
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
- Bayesian analysis of switching ARCH models (Q5467629) (← links)
