Pages that link to "Item:Q2699603"

The following pages link to Stochastic model specification in Markov switching vector error correction models (Q2699603):

Displaying 2 items.

• Specification via model selection in vector error correction models (Q1274716) (← links)
• Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)