Pages that link to "Item:Q301958"
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The following pages link to Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958):
Displaying 11 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- A new approach to model regime switching (Q341901) (← links)
- An extensive study on Markov switching models with endogenous regressors (Q905388) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Markov-switching models with endogenous explanatory variables (Q2439091) (← links)
- On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study (Q3652720) (← links)
- Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920) (← links)
- Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
- Asymmetries in the monetary policy reaction function: evidence from India (Q6039100) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
