Instability in regime switching models

DOI10.1515/SNDE-2020-0086OpenAlexW3209254496MaRDI QIDQ6039107

Pu Chen, Chih-Ying Hsiao, Willi Semmler

Publication date: 3 May 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2020-0086

zbMATH Keywords

instabilityregime switching modelsSETAR

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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