Pages that link to "Item:Q905388"
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The following pages link to An extensive study on Markov switching models with endogenous regressors (Q905388):
Displaying 9 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)
- Markov-switching models with endogenous explanatory variables (Q2439091) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching (Q2635042) (← links)
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← 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)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)