Adding flexibility to Markov Switching models (Q5142162)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Adding flexibility to Markov Switching models |
scientific article; zbMATH DE number 7289473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adding flexibility to Markov Switching models |
scientific article; zbMATH DE number 7289473 |
Statements
Adding flexibility to Markov Switching models (English)
0 references
30 December 2020
0 references
abrupt changes
0 references
goodness of fit
0 references
Hamilton filter
0 references
smoothed changes
0 references
time-varying parameters
0 references
0 references
0 references
0.8924511
0 references
0.87858033
0 references
0.8718973
0 references
0 references
0 references
0.85814846
0 references
